Last price paid | 0.48 | |
Change | +6.67% [ +0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 18.06.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 12.06.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +79.63% |
Year to date (YTD) | +2.13% |
1 month | +20.00% |
3 months | -17.24% |
1 year | +92.00% |
3 years | n.a. |
Issue price | 0.27 |
Underlying price on issue | 108.87 |
Premium | 0.01% |
Premium p.a. | 0.24% |
Leverage | 8.41 |
Implied volatility | 0.55 |
ISIN | CH1268367948 |
Symbol | NESC7Z |
Security | 126836794 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Nestlé N, CH0038863350 |
Underlying ISIN | CH0038863350 |
Strike | 104.00 |
C/P type | put |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 05.06.2023 |
Premium | 0.53% |
Premium p.a. | 24.06% |
Leverage | 9.77 |
Implied volatility | 55.46% |
Moneyness | in-the-money |
Leverage | 8.4056 |
Delta | -0.8601 |
Gamma | 0.0014 |
Theta | -0.0052 |
Rho | -0.0010 |
Vega | 0.0016 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 94.30 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'178.50 |
SONOVA HLDG N | 274.20 |
Alcon AG | 79.88 |
Swiss Re | 113.15 |
Lonza Group | 480.60 |
Name | Price |
---|---|
KUEHNE & NAGEL | 258.80 |
Compagnie Financi... | 139.65 |
LOGITECH INT. | 87.24 |
Holcim | 81.54 |
ROCHE GS | 250.00 |