Last price paid | n.a. | |
Change | -33.33% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | n.a. n.a. |
Fixing | 21.06.2024 |
Settlement date | 28.12.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -93.44% |
Year to date (YTD) | -92.86% |
1 month | -75.00% |
3 months | -83.33% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.16 |
Underlying price on issue | 97.61 |
Premium | 0.05% |
Premium p.a. | 2.85% |
Leverage | 51.63 |
Implied volatility | 0.30 |
ISIN | CH1305127602 |
Symbol | NESQIZ |
Security | 130512760 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Nestlé N, CH0038863350 |
Underlying ISIN | CH0038863350 |
Strike | 99.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 19.12.2023 |
Premium | 5.48% |
Premium p.a. | 285.49% |
Leverage | 447.90 |
Implied volatility | 29.86% |
Moneyness | out-of-the-money |
Leverage | 51.6263 |
Delta | 0.1153 |
Gamma | 0.0025 |
Theta | -0.0026 |
Rho | 0.0001 |
Vega | 0.0012 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 99.21 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Sika AG | 260.50 |
Alcon AG | 80.82 |
Holcim | 81.02 |
NOVARTIS N | 97.24 |
Partners Group Ho... | 1'200.00 |
Name | Price |
---|---|
ROCHE GS | 243.40 |
KUEHNE & NAGEL | 267.60 |
Compagnie Financi... | 140.55 |
UBS | 27.32 |
Givaudan | 4'319.00 |