Last price paid | 2.98 | |
Change | +3.11% [ +0.09 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 25.09.2024 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 | +53.87% |
Year to date (YTD) | n.a. |
1 month | +2.76% |
3 months | -7.17% |
1 year | n.a. |
3 years | n.a. |
Issue price | 1.94 |
Underlying price on issue | 16'448.12 |
Premium | 0.05% |
Premium p.a. | 0.07% |
Leverage | 4.67 |
Implied volatility | 0.24 |
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 | 5.18% |
Premium p.a. | 6.87% |
Leverage | 5.68 |
Implied volatility | 23.59% |
Moneyness | in-the-money |
Leverage | 4.6659 |
Delta | 0.8210 |
Gamma | 0.0000 |
Theta | -0.0030 |
Rho | 0.0941 |
Vega | 0.0385 |
Fair value | 0.88 |
Intrinsic value | n.a. |
Break-even | 21'016.07 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Givaudan | 4'670.00 |
ABB Ltd | 49.73 |
Compagnie Financi... | 121.40 |
GEBERIT N | 563.00 |
Sika AG | 276.90 |
Name | Price |
---|---|
UBS | 25.60 |
KUEHNE & NAGEL | 233.60 |
Lonza Group | 533.40 |
LOGITECH INT. | 72.64 |
Swiss Life Hldg | 714.60 |