Last price paid | 0.08 | |
Change | +6.67% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 13.06.2024 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 | -57.50% |
Year to date (YTD) | -55.56% |
1 month | +14.29% |
3 months | -27.27% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.20 |
Underlying price on issue | 10.07 |
Premium | 0.26% |
Premium p.a. | 0.47% |
Leverage | 3.14 |
Implied volatility | 0.58 |
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 | 26.25% |
Premium p.a. | 46.52% |
Leverage | 13.84 |
Implied volatility | 58.01% |
Moneyness | out-of-the-money |
Leverage | 3.1420 |
Delta | -0.2270 |
Gamma | 0.0059 |
Theta | -0.0003 |
Rho | -0.0020 |
Vega | 0.0027 |
Fair value | 0.09 |
Intrinsic value | n.a. |
Break-even | 9.11 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
NOVARTIS N | 95.01 |
ROCHE GS | 247.60 |
Nestlé SA | 95.28 |
SWISSCOM N | 496.00 |
Lonza Group | 480.30 |
Name | Price |
---|---|
LOGITECH INT. | 88.38 |
Sika AG | 255.90 |
Partners Group Ho... | 1'154.50 |
Holcim | 80.04 |
ABB Ltd | 49.89 |