Last price paid | 0.045 | |
Change | +12.50% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.05.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 28.12.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -55.56% |
Year to date (YTD) | -43.75% |
1 month | +28.57% |
3 months | -43.75% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.09 |
Underlying price on issue | 97.61 |
Premium | 0.12% |
Premium p.a. | 0.34% |
Leverage | 19.87 |
Implied volatility | 0.17 |
ISIN | CH1305127636 |
Symbol | NESK8Z |
Security | 130512763 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Nestlé N, CH0038863350 |
Underlying ISIN | CH0038863350 |
Strike | 106.00 |
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 | 12.07% |
Premium p.a. | 34.14% |
Leverage | 119.13 |
Implied volatility | 16.69% |
Moneyness | out-of-the-money |
Leverage | 19.8683 |
Delta | 0.1668 |
Gamma | 0.0013 |
Theta | -0.0005 |
Rho | 0.0027 |
Vega | 0.0071 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 106.80 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 48.46 |
LOGITECH INT. | 83.96 |
UBS | 27.70 |
NOVARTIS N | 93.89 |
Alcon AG | 80.44 |
Name | Price |
---|---|
Lonza Group | 507.80 |
SONOVA HLDG N | 281.30 |
Nestlé SA | 95.30 |
KUEHNE & NAGEL | 244.80 |
ROCHE GS | 234.40 |