Last price paid | 0.035 | |
Change | -30.00% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 12.06.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 21.08.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -96.49% |
Year to date (YTD) | -91.03% |
1 month | -63.16% |
3 months | -81.58% |
1 year | n.a. |
3 years | n.a. |
Issue price | 1.14 |
Underlying price on issue | 15'081.57 |
Premium | 0.24% |
Premium p.a. | 0.82% |
Leverage | 14.81 |
Implied volatility | 0.30 |
ISIN | CH1268383127 |
Symbol | NDXL4Z |
Security | 126838312 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | NASDAQ 100, US6311011026 |
Underlying ISIN | US6311011026 |
Strike | 15'000.00 |
C/P type | put |
Subscription ratio | 1'000.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 1000 |
Value day | 14.08.2023 |
Premium | 23.59% |
Premium p.a. | 82.02% |
Leverage | 435.82 |
Implied volatility | 30.12% |
Moneyness | out-of-the-money |
Leverage | 14.8079 |
Delta | -0.0340 |
Gamma | 0.0000 |
Theta | -0.0009 |
Rho | -0.0024 |
Vega | 0.0071 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 14'955.09 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
NOVARTIS N | 95.01 |
ROCHE GS | 247.60 |
Nestlé SA | 95.28 |
SWISSCOM N | 496.00 |
Lonza Group | 480.30 |
Name | Price |
---|---|
LOGITECH INT. | 88.38 |
Sika AG | 255.90 |
Partners Group Ho... | 1'154.50 |
Holcim | 80.04 |
ABB Ltd | 49.89 |