Last price paid | 0.16 | |
Change | -27.27% [ -0.06 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 13.06.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 15.12.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +26.92% |
Year to date (YTD) | +45.45% |
1 month | -56.76% |
3 months | -15.79% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.13 |
Underlying price on issue | 10.07 |
Premium | 0.02% |
Premium p.a. | 0.60% |
Leverage | 5.90 |
Implied volatility | 0.91 |
ISIN | CH1281051180 |
Symbol | NDXX3Z |
Security | 128105118 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Nordex, DE000A0D6554 |
Underlying ISIN | DE000A0D6554 |
Strike | 11.00 |
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 | 1.81% |
Premium p.a. | 60.16% |
Leverage | 7.24 |
Implied volatility | 90.79% |
Moneyness | in-the-money |
Leverage | 5.8993 |
Delta | 0.8149 |
Gamma | 0.0142 |
Theta | -0.0024 |
Rho | 0.0002 |
Vega | 0.0006 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 12.73 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
UBS | 27.50 |
Swiss Re | 110.15 |
ZURICH INSURANCE | 475.60 |
ABB Ltd | 50.32 |
Swiss Life Hldg | 637.60 |
Name | Price |
---|---|
Alcon AG | 78.56 |
SONOVA HLDG N | 271.70 |
Lonza Group | 472.80 |
NOVARTIS N | 93.54 |
Compagnie Financi... | 142.10 |