Last price paid | 0.02 | |
Change | -20.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 04.03.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 11.10.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -87.50% |
Year to date (YTD) | -42.86% |
1 month | n.a. |
3 months | -60.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.12 |
Underlying price on issue | 103.36 |
Premium | 0.21% |
Premium p.a. | 0.59% |
Leverage | 20.70 |
Implied volatility | 0.20 |
ISIN | CH1281032933 |
Symbol | NESFMZ |
Security | 128103293 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Nestlé N, CH0038863350 |
Underlying ISIN | CH0038863350 |
Strike | 115.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 04.10.2023 |
Premium | 20.99% |
Premium p.a. | 59.38% |
Leverage | 317.67 |
Implied volatility | 19.52% |
Moneyness | out-of-the-money |
Leverage | 20.7010 |
Delta | 0.0652 |
Gamma | 0.0006 |
Theta | -0.0003 |
Rho | 0.0010 |
Vega | 0.0036 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 115.30 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 48.46 |
LOGITECH INT. | 83.96 |
UBS | 27.70 |
NOVARTIS N | 93.89 |
Alcon AG | 80.44 |
Name | Price |
---|---|
Lonza Group | 507.80 |
SONOVA HLDG N | 281.30 |
Nestlé SA | 95.30 |
KUEHNE & NAGEL | 244.80 |
ROCHE GS | 234.40 |