Last price paid | 0.14 | |
Change | -6.67% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 26.09.2024 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 | +35.00% |
Year to date (YTD) | +86.67% |
1 month | n.a. |
3 months | +27.27% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.10 |
Underlying price on issue | 10.07 |
Premium | 0.09% |
Premium p.a. | 0.34% |
Leverage | 5.65 |
Implied volatility | 0.45 |
ISIN | CH1281051248 |
Symbol | NDXKVZ |
Security | 128105124 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Nordex, DE000A0D6554 |
Underlying ISIN | DE000A0D6554 |
Strike | 14.00 |
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 | 9.45% |
Premium p.a. | 34.15% |
Leverage | 9.84 |
Implied volatility | 44.89% |
Moneyness | in-the-money |
Leverage | 5.6537 |
Delta | 0.5743 |
Gamma | 0.0125 |
Theta | -0.0007 |
Rho | 0.0017 |
Vega | 0.0027 |
Fair value | 0.13 |
Intrinsic value | n.a. |
Break-even | 15.43 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 133.35 |
SONOVA HLDG N | 304.80 |
Sika AG | 281.80 |
ROCHE GS | 273.00 |
Partners Group Ho... | 1'268.50 |
Name | Price |
---|---|
ABB Ltd | 49.69 |
Holcim | 84.12 |
Lonza Group | 538.20 |
Givaudan | 4'604.00 |
SWISSCOM N | 553.50 |