Last price paid | 3.32 | |
Change | +0.91% [ +0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 20.06.2024 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 | +170.33% |
Year to date (YTD) | +135.46% |
1 month | +46.26% |
3 months | +59.62% |
1 year | n.a. |
3 years | n.a. |
Issue price | 1.23 |
Underlying price on issue | 15'081.57 |
Premium | 0.02% |
Premium p.a. | 0.06% |
Leverage | 4.98 |
Implied volatility | 0.27 |
ISIN | CH1268383069 |
Symbol | NDX7NZ |
Security | 126838306 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | NASDAQ 100, US6311011026 |
Underlying ISIN | US6311011026 |
Strike | 16'500.00 |
C/P type | call |
Subscription ratio | 1'000.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 1000 |
Value day | 14.08.2023 |
Premium | 1.66% |
Premium p.a. | 6.12% |
Leverage | 5.33 |
Implied volatility | 27.22% |
Moneyness | in-the-money |
Leverage | 4.9752 |
Delta | 0.9329 |
Gamma | 0.0000 |
Theta | -0.0036 |
Rho | 0.0432 |
Vega | 0.0120 |
Fair value | 0.29 |
Intrinsic value | n.a. |
Break-even | 20'231.43 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'178.50 |
SONOVA HLDG N | 274.20 |
Alcon AG | 79.88 |
Swiss Re | 113.15 |
Lonza Group | 480.60 |
Name | Price |
---|---|
KUEHNE & NAGEL | 258.80 |
Compagnie Financi... | 139.65 |
LOGITECH INT. | 87.24 |
Holcim | 81.54 |
ROCHE GS | 250.00 |