Last price paid | 0.35 | |
Change | +6.06% [ +0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 21.06.2024 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 | -70.76% |
Year to date (YTD) | -62.37% |
1 month | -22.22% |
3 months | -42.62% |
1 year | n.a. |
3 years | n.a. |
Issue price | 1.18 |
Underlying price on issue | 16'675.21 |
Premium | 0.21% |
Premium p.a. | 0.21% |
Leverage | 6.74 |
Implied volatility | 0.26 |
ISIN | CH1305128436 |
Symbol | NDXD2Z |
Security | 130512843 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.06.2025 |
Underlying | NASDAQ 100, US6311011026 |
Underlying ISIN | US6311011026 |
Strike | 16'000.00 |
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 | 20.74% |
Premium p.a. | 20.68% |
Leverage | 51.16 |
Implied volatility | 26.18% |
Moneyness | out-of-the-money |
Leverage | 6.7358 |
Delta | -0.1317 |
Gamma | 0.0000 |
Theta | -0.0010 |
Rho | -0.0330 |
Vega | 0.0377 |
Fair value | 0.35 |
Intrinsic value | n.a. |
Break-even | 15'614.93 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 259.70 |
Sika AG | 258.70 |
Lonza Group | 484.80 |
NOVARTIS N | 95.95 |
SONOVA HLDG N | 271.40 |
Name | Price |
---|---|
Compagnie Financi... | 141.75 |
ROCHE GS | 249.90 |
Partners Group Ho... | 1'137.00 |
Swiss Re | 111.05 |
UBS | 26.18 |