Last price paid | 3.29 | |
Change | -3.52% [ -0.12 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 21.06.2024 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 | +65.72% |
Year to date (YTD) | n.a. |
1 month | +28.52% |
3 months | +25.10% |
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 | 4.42 |
Implied volatility | 0.22 |
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 | 7.10% |
Premium p.a. | 7.04% |
Leverage | 5.47 |
Implied volatility | 22.36% |
Moneyness | in-the-money |
Leverage | 4.4180 |
Delta | 0.8072 |
Gamma | 0.0000 |
Theta | -0.0030 |
Rho | 0.1247 |
Vega | 0.0484 |
Fair value | 1.25 |
Intrinsic value | n.a. |
Break-even | 21'099.26 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
NOVARTIS N | 96.11 |
Alcon AG | 80.46 |
GEBERIT N | 544.20 |
Nestlé SA | 94.80 |
Partners Group Ho... | 1'167.00 |
Name | Price |
---|---|
Swiss Life Hldg | 652.20 |
Swiss Re | 112.40 |
SONOVA HLDG N | 271.70 |
Holcim | 78.96 |
Sika AG | 256.40 |