Last price paid | 0.19 | |
Change | +18.75% [ +0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | 75'000.00 Unit | |
Date/time | 31.05.2024 17:15 |
Fixing | 20.12.2024 |
Settlement date | 28.12.2023 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -27.78% |
Year to date (YTD) | -26.92% |
1 month | +26.67% |
3 months | +58.33% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.27 |
Underlying price on issue | 97.61 |
Premium | 0.07% |
Premium p.a. | 0.11% |
Leverage | 11.57 |
Implied volatility | 0.15 |
ISIN | CH1305127669 |
Symbol | NESFXZ |
Security | 130512766 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Nestlé N, CH0038863350 |
Underlying ISIN | CH0038863350 |
Strike | 98.00 |
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 | 6.63% |
Premium p.a. | 11.01% |
Leverage | 24.50 |
Implied volatility | 15.47% |
Moneyness | out-of-the-money |
Leverage | 11.5694 |
Delta | 0.4722 |
Gamma | 0.0017 |
Theta | -0.0006 |
Rho | 0.0124 |
Vega | 0.0148 |
Fair value | 0.20 |
Intrinsic value | n.a. |
Break-even | 101.90 |
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 |