Last price paid | 1.65 | |
Change | -11.76% [ -0.22 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 31.05.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 20.12.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | +32.66% |
Year to date (YTD) | +43.48% |
1 month | +22.22% |
3 months | -4.07% |
1 year | n.a. |
3 years | n.a. |
Issue price | 1.24 |
Underlying price on issue | 16'391.54 |
Premium | 0.03% |
Premium p.a. | 0.09% |
Leverage | 7.96 |
Implied volatility | 0.21 |
ISIN | CH1281052295 |
Symbol | NDX6YZ |
Security | 128105229 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | NASDAQ 100, US6311011026 |
Underlying ISIN | US6311011026 |
Strike | 17'000.00 |
C/P type | call |
Subscription ratio | 1'000.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 1000 |
Value day | 13.12.2023 |
Premium | 3.09% |
Premium p.a. | 9.47% |
Leverage | 10.03 |
Implied volatility | 20.54% |
Moneyness | in-the-money |
Leverage | 7.9577 |
Delta | 0.7934 |
Gamma | 0.0000 |
Theta | -0.0040 |
Rho | 0.0401 |
Vega | 0.0269 |
Fair value | 0.51 |
Intrinsic value | n.a. |
Break-even | 18'820.33 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 114.70 |
NOVARTIS N | 93.17 |
KUEHNE & NAGEL | 255.50 |
SWISSCOM N | 498.20 |
Nestlé SA | 95.56 |
Name | Price |
---|---|
Sika AG | 272.90 |
GEBERIT N | 550.40 |
Holcim | 78.78 |
Lonza Group | 486.40 |
Partners Group Ho... | 1'206.00 |