Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 23.05.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 26.09.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -90.00% |
Year to date (YTD) | -40.00% |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.10 |
Underlying price on issue | 105.64 |
Premium | 0.26% |
Premium p.a. | 0.91% |
Leverage | 20.33 |
Implied volatility | 0.24 |
ISIN | CH1268391005 |
Symbol | NES2LZ |
Security | 126839100 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Nestlé N, CH0038863350 |
Underlying ISIN | CH0038863350 |
Strike | 120.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 19.09.2023 |
Premium | 26.15% |
Premium p.a. | 90.92% |
Leverage | 476.40 |
Implied volatility | 23.65% |
Moneyness | out-of-the-money |
Leverage | 20.3278 |
Delta | 0.0427 |
Gamma | 0.0004 |
Theta | -0.0003 |
Rho | 0.0006 |
Vega | 0.0023 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 120.20 |
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 |