Last price paid | 0.25 | |
Change | +13.64% [ +0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 19.07.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 15.12.2023 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | +59.38% |
Year to date (YTD) | +92.31% |
1 month | +25.00% |
3 months | +8.70% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.16 |
Underlying price on issue | 10.07 |
Premium | 0.09% |
Premium p.a. | 0.20% |
Leverage | 3.59 |
Implied volatility | 0.50 |
ISIN | CH1281051214 |
Symbol | NDX43Z |
Security | 128105121 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Nordex, DE000A0D6554 |
Underlying ISIN | DE000A0D6554 |
Strike | 12.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 10 |
Value day | 08.12.2023 |
Premium | 9.22% |
Premium p.a. | 19.69% |
Leverage | 5.08 |
Implied volatility | 50.26% |
Moneyness | in-the-money |
Leverage | 3.5887 |
Delta | 0.7060 |
Gamma | 0.0077 |
Theta | -0.0005 |
Rho | 0.0031 |
Vega | 0.0031 |
Fair value | 0.12 |
Intrinsic value | n.a. |
Break-even | 14.64 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Alcon AG | 79.96 |
SWISSCOM N | 531.50 |
Givaudan | 4'233.00 |
Partners Group Ho... | 1'196.50 |
Holcim | 83.24 |
Name | Price |
---|---|
Lonza Group | 507.40 |
Swiss Re | 106.45 |
ZURICH INSURANCE | 472.50 |
Compagnie Financi... | 133.20 |
Sika AG | 262.30 |