Last price paid | 0.035 | |
Change | -12.50% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 20.09.2024 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 | -82.50% |
Year to date (YTD) | -80.56% |
1 month | -30.00% |
3 months | -56.25% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.20 |
Underlying price on issue | 10.07 |
Premium | 0.32% |
Premium p.a. | 1.15% |
Leverage | 4.71 |
Implied volatility | 0.69 |
ISIN | CH1281051255 |
Symbol | NDX8BZ |
Security | 128105125 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Nordex, DE000A0D6554 |
Underlying ISIN | DE000A0D6554 |
Strike | 10.00 |
C/P type | put |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 10 |
Value day | 08.12.2023 |
Premium | 31.71% |
Premium p.a. | 114.60% |
Leverage | 37.97 |
Implied volatility | 68.90% |
Moneyness | out-of-the-money |
Leverage | 4.7125 |
Delta | -0.1241 |
Gamma | 0.0043 |
Theta | -0.0005 |
Rho | -0.0006 |
Vega | 0.0014 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 9.63 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 133.50 |
SONOVA HLDG N | 302.80 |
ROCHE GS | 272.20 |
Alcon AG | 84.16 |
KUEHNE & NAGEL | 233.00 |
Name | Price |
---|---|
Holcim | 83.26 |
ABB Ltd | 49.52 |
Givaudan | 4'579.00 |
ZURICH INSURANCE | 512.60 |
Lonza Group | 538.00 |