Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 12.06.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 09.01.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -99.00% |
Year to date (YTD) | n.a. |
1 month | -91.18% |
3 months | -95.95% |
1 year | n.a. |
3 years | n.a. |
Issue price | 1.00 |
Underlying price on issue | 16'945.54 |
Premium | 0.12% |
Premium p.a. | 5.55% |
Leverage | 39.75 |
Implied volatility | 0.45 |
ISIN | CH1305128873 |
Symbol | NDX74Z |
Security | 130512887 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | NASDAQ 100, US6311011026 |
Underlying ISIN | US6311011026 |
Strike | 17'500.00 |
C/P type | put |
Subscription ratio | 1'000.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 1000 |
Value day | 29.12.2023 |
Premium | 12.16% |
Premium p.a. | 554.62% |
Leverage | 1'769.26 |
Implied volatility | 44.58% |
Moneyness | out-of-the-money |
Leverage | 39.7502 |
Delta | -0.0225 |
Gamma | 0.0000 |
Theta | -0.0038 |
Rho | -0.0001 |
Vega | 0.0014 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 17'488.75 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'176.00 |
Sika AG | 261.40 |
Holcim | 82.62 |
GEBERIT N | 544.00 |
Givaudan | 4'323.00 |
Name | Price |
---|---|
Compagnie Financi... | 139.60 |
KUEHNE & NAGEL | 259.30 |
NOVARTIS N | 93.62 |
Nestlé SA | 94.44 |
ROCHE GS | 249.80 |