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 | 27.06.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -99.64% |
Year to date (YTD) | -97.56% |
1 month | -71.43% |
3 months | -91.67% |
1 year | n.a. |
3 years | n.a. |
Issue price | 1.51 |
Underlying price on issue | 15'012.46 |
Premium | 0.19% |
Premium p.a. | 9.92% |
Leverage | 31.11 |
Implied volatility | 0.67 |
ISIN | CH1268374183 |
Symbol | NDXJJZ |
Security | 126837418 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | NASDAQ 100, US6311011026 |
Underlying ISIN | US6311011026 |
Strike | 16'000.00 |
C/P type | put |
Subscription ratio | 1'000.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 1000 |
Value day | 20.06.2023 |
Premium | 19.03% |
Premium p.a. | 992.17% |
Leverage | 3'204.61 |
Implied volatility | 66.73% |
Moneyness | out-of-the-money |
Leverage | 31.1126 |
Delta | -0.0097 |
Gamma | 0.0000 |
Theta | -0.0030 |
Rho | 0.0000 |
Vega | 0.0006 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 15'993.84 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 131.15 |
LOGITECH INT. | 74.76 |
UBS | 26.20 |
Partners Group Ho... | 1'259.00 |
Lonza Group | 540.40 |
Name | Price |
---|---|
NOVARTIS N | 97.90 |
Givaudan | 4'609.00 |
KUEHNE & NAGEL | 231.90 |
GEBERIT N | 559.60 |
ZURICH INSURANCE | 515.40 |