Last price paid | 0.002 | |
Change | -80.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 19.09.2024 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 | -99.52% |
Year to date (YTD) | -99.49% |
1 month | -86.67% |
3 months | -94.29% |
1 year | -99.78% |
3 years | n.a. |
Issue price | 1.14 |
Underlying price on issue | 15'081.57 |
Premium | 0.24% |
Premium p.a. | 12.74% |
Leverage | 24.40 |
Implied volatility | 0.86 |
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 | 24.43% |
Premium p.a. | 1273.70% |
Leverage | 3'061.39 |
Implied volatility | 86.18% |
Moneyness | out-of-the-money |
Leverage | 24.3989 |
Delta | -0.0080 |
Gamma | 0.0000 |
Theta | -0.0031 |
Rho | 0.0000 |
Vega | 0.0005 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 14'993.52 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 118.75 |
SONOVA HLDG N | 292.70 |
Swiss Re | 117.30 |
Nestlé SA | 84.00 |
KUEHNE & NAGEL | 233.90 |
Name | Price |
---|---|
NOVARTIS N | 98.50 |
Lonza Group | 534.00 |
Holcim | 83.00 |
LOGITECH INT. | 72.70 |
Alcon AG | 83.28 |