Last price paid | 3.29 | |
Change | +2.49% [ +0.08 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 19.06.2024 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 | +176.83% |
Year to date (YTD) | +133.33% |
1 month | +44.93% |
3 months | +63.68% |
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. | 0.08% |
Leverage | 4.69 |
Implied volatility | 0.33 |
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 | 2.08% |
Premium p.a. | 7.67% |
Leverage | 5.21 |
Implied volatility | 32.50% |
Moneyness | in-the-money |
Leverage | 4.6872 |
Delta | 0.9000 |
Gamma | 0.0000 |
Theta | -0.0045 |
Rho | 0.0411 |
Vega | 0.0162 |
Fair value | 0.37 |
Intrinsic value | n.a. |
Break-even | 20'322.79 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'174.00 |
Sika AG | 260.30 |
GEBERIT N | 543.80 |
Holcim | 82.50 |
Givaudan | 4'314.00 |
Name | Price |
---|---|
Compagnie Financi... | 139.30 |
KUEHNE & NAGEL | 258.40 |
NOVARTIS N | 93.38 |
Nestlé SA | 94.10 |
ROCHE GS | 249.30 |