Last price paid | 1.13 | |
Change | -4.24% [ -0.05 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 02.08.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +54.11% |
Year to date (YTD) | +82.26% |
1 month | +52.70% |
3 months | +13.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.73 |
Underlying price on issue | 15'514.34 |
Premium | 0.01% |
Premium p.a. | 0.09% |
Leverage | 12.96 |
Implied volatility | 0.18 |
ISIN | CH1268379174 |
Symbol | NDXTVZ |
Security | 126837917 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | NASDAQ 100, US6311011026 |
Underlying ISIN | US6311011026 |
Strike | 17'500.00 |
C/P type | call |
Subscription ratio | 1'000.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 1000 |
Value day | 25.07.2023 |
Premium | 0.99% |
Premium p.a. | 8.62% |
Leverage | 14.97 |
Implied volatility | 17.73% |
Moneyness | in-the-money |
Leverage | 12.9578 |
Delta | 0.8654 |
Gamma | 0.0000 |
Theta | -0.0046 |
Rho | 0.0164 |
Vega | 0.0124 |
Fair value | 0.17 |
Intrinsic value | n.a. |
Break-even | 18'739.22 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.75 |
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SONOVA HLDG N | 291.20 |
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