Last price paid | 0.70 | |
Change | +9.37% [ +0.06 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 31.05.2024 17:20 |
Fixing | 20.06.2025 |
Settlement date | 03.01.2024 |
Last trading | 20.06.2025 |
Final fixing | 20.06.2025 |
Currency redemption | CHF |
Perf. since issue | -53.62% |
Year to date (YTD) | -42.15% |
1 month | -23.91% |
3 months | -20.45% |
1 year | n.a. |
3 years | n.a. |
Issue price | 1.52 |
Underlying price on issue | 16'674.72 |
Premium | 0.11% |
Premium p.a. | 0.10% |
Leverage | 6.03 |
Implied volatility | 0.23 |
ISIN | CH1305128451 |
Symbol | NDXJ8Z |
Security | 130512845 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.06.2025 |
Underlying | NASDAQ 100, US6311011026 |
Underlying ISIN | US6311011026 |
Strike | 17'000.00 |
C/P type | put |
Subscription ratio | 1'000.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 1000 |
Value day | 21.12.2023 |
Premium | 11.30% |
Premium p.a. | 10.48% |
Leverage | 23.42 |
Implied volatility | 23.36% |
Moneyness | out-of-the-money |
Leverage | 6.0320 |
Delta | -0.2575 |
Gamma | 0.0000 |
Theta | -0.0009 |
Rho | -0.0573 |
Vega | 0.0552 |
Fair value | 0.71 |
Intrinsic value | n.a. |
Break-even | 16'219.34 |
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 |