Last price paid | 3.21 | |
Change | -2.43% [ -0.08 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 24.06.2024 17:20 |
Fixing | 20.06.2025 |
Settlement date | 10.01.2024 |
Last trading | 20.06.2025 |
Final fixing | 20.06.2025 |
Currency redemption | CHF |
Perf. since issue | +65.21% |
Year to date (YTD) | n.a. |
1 month | +18.45% |
3 months | +26.38% |
1 year | n.a. |
3 years | n.a. |
Issue price | 1.94 |
Underlying price on issue | 16'448.12 |
Premium | 0.07% |
Premium p.a. | 0.07% |
Leverage | 4.37 |
Implied volatility | 0.23 |
ISIN | CH1305128998 |
Symbol | NDX26Z |
Security | 130512899 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.06.2025 |
Underlying | NASDAQ 100, US6311011026 |
Underlying ISIN | US6311011026 |
Strike | 17'500.00 |
C/P type | call |
Subscription ratio | 1'000.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 1000 |
Value day | 03.01.2024 |
Premium | 7.39% |
Premium p.a. | 7.32% |
Leverage | 5.48 |
Implied volatility | 23.07% |
Moneyness | in-the-money |
Leverage | 4.3684 |
Delta | 0.7978 |
Gamma | 0.0000 |
Theta | -0.0031 |
Rho | 0.1221 |
Vega | 0.0497 |
Fair value | 1.30 |
Intrinsic value | n.a. |
Break-even | 21'085.81 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
NOVARTIS N | 96.01 |
Lonza Group | 487.10 |
GEBERIT N | 547.40 |
Alcon AG | 80.80 |
Partners Group Ho... | 1'171.00 |
Name | Price |
---|---|
Holcim | 78.78 |
Swiss Life Hldg | 656.00 |
Swiss Re | 113.10 |
ABB Ltd | 50.12 |
Sika AG | 257.20 |