Last price paid | 1.47 | |
Change | +14.84% [ +0.19 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.06.2024 17:20 |
Fixing | 17.01.2025 |
Settlement date | 03.01.2024 |
Last trading | 17.01.2025 |
Final fixing | 17.01.2025 |
Currency redemption | CHF |
Perf. since issue | +91.67% |
Year to date (YTD) | +177.36% |
1 month | +28.95% |
3 months | +23.53% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.72 |
Underlying price on issue | 493.20 |
Premium | 0.05% |
Premium p.a. | 0.09% |
Leverage | 3.63 |
Implied volatility | 0.34 |
ISIN | CH1305128139 |
Symbol | NFLT2Z |
Security | 130512813 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.01.2025 |
Underlying | Netflix Rg, US64110L1061 |
Underlying ISIN | US64110L1061 |
Strike | 550.00 |
C/P type | call |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 100 |
Value day | 21.12.2023 |
Premium | 5.32% |
Premium p.a. | 8.56% |
Leverage | 4.32 |
Implied volatility | 33.87% |
Moneyness | in-the-money |
Leverage | 3.6316 |
Delta | 0.8407 |
Gamma | 0.0000 |
Theta | -0.0014 |
Rho | 0.0226 |
Vega | 0.0114 |
Fair value | 0.32 |
Intrinsic value | n.a. |
Break-even | 704.95 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
NOVARTIS N | 95.01 |
ROCHE GS | 247.60 |
Nestlé SA | 95.28 |
SWISSCOM N | 496.00 |
Lonza Group | 480.30 |
Name | Price |
---|---|
LOGITECH INT. | 88.38 |
Sika AG | 255.90 |
Partners Group Ho... | 1'154.50 |
Holcim | 80.04 |
ABB Ltd | 49.89 |