Last price paid | n.a. | |
Change | -33.33% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | n.a. n.a. |
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 | -90.45% |
Year to date (YTD) | -33.33% |
1 month | n.a. |
3 months | -50.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.11 |
Underlying price on issue | 108.88 |
Premium | 0.32% |
Premium p.a. | 16.71% |
Leverage | 17.50 |
Implied volatility | 1.08 |
ISIN | CH1268367963 |
Symbol | NESKUZ |
Security | 126836796 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Nestlé N, CH0038863350 |
Underlying ISIN | CH0038863350 |
Strike | 124.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 05.06.2023 |
Premium | 32.05% |
Premium p.a. | 1671.39% |
Leverage | 447.90 |
Implied volatility | 108.48% |
Moneyness | out-of-the-money |
Leverage | 17.5044 |
Delta | 0.0391 |
Gamma | 0.0003 |
Theta | -0.0039 |
Rho | 0.0000 |
Vega | 0.0005 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 124.21 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 49.65 |
Givaudan | 4'634.00 |
Compagnie Financi... | 120.75 |
Sika AG | 275.70 |
Holcim | 84.34 |
Name | Price |
---|---|
LOGITECH INT. | 72.50 |
UBS | 25.79 |
Swiss Life Hldg | 713.60 |
Lonza Group | 535.20 |
Partners Group Ho... | 1'236.00 |