Last price paid | 3.17 | |
Change | -4.52% [ -0.15 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 21.06.2024 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 | +157.32% |
Year to date (YTD) | +124.82% |
1 month | +35.47% |
3 months | +31.54% |
1 year | n.a. |
3 years | n.a. |
Issue price | 1.23 |
Underlying price on issue | 15'081.57 |
Premium | 0.01% |
Premium p.a. | 0.05% |
Leverage | 5.35 |
Implied volatility | 0.22 |
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 | 1.41% |
Premium p.a. | 5.26% |
Leverage | 5.58 |
Implied volatility | 22.33% |
Moneyness | in-the-money |
Leverage | 5.3544 |
Delta | 0.9594 |
Gamma | 0.0000 |
Theta | -0.0030 |
Rho | 0.0443 |
Vega | 0.0080 |
Fair value | 0.25 |
Intrinsic value | n.a. |
Break-even | 20'040.82 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 252.80 |
Swiss Life Hldg | 653.80 |
SWISSCOM N | 500.00 |
Givaudan | 4'314.00 |
NOVARTIS N | 93.99 |
Name | Price |
---|---|
Holcim | 78.70 |
UBS | 27.03 |
ABB Ltd | 49.79 |
Partners Group Ho... | 1'154.00 |
Sika AG | 255.40 |