Last price paid | 0.21 | |
Change | +5.00% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 20.06.2024 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 | +34.38% |
Year to date (YTD) | +61.54% |
1 month | -43.24% |
3 months | +16.67% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.16 |
Underlying price on issue | 10.07 |
Premium | 0.14% |
Premium p.a. | 0.25% |
Leverage | 3.57 |
Implied volatility | 0.51 |
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 | 13.56% |
Premium p.a. | 24.76% |
Leverage | 5.57 |
Implied volatility | 51.40% |
Moneyness | in-the-money |
Leverage | 3.5687 |
Delta | 0.6405 |
Gamma | 0.0082 |
Theta | -0.0005 |
Rho | 0.0030 |
Vega | 0.0033 |
Fair value | 0.16 |
Intrinsic value | n.a. |
Break-even | 14.25 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'178.50 |
SONOVA HLDG N | 274.20 |
Alcon AG | 79.88 |
Swiss Re | 113.15 |
Lonza Group | 480.60 |
Name | Price |
---|---|
KUEHNE & NAGEL | 258.80 |
Compagnie Financi... | 139.65 |
LOGITECH INT. | 87.24 |
Holcim | 81.54 |
ROCHE GS | 250.00 |