Last price paid | 2.75 | |
Change | +4.17% [ +0.11 ] | |
Last traded volume | 3'000.00 Unit | |
Cumulative volume | 3'000.00 Unit | |
Date/time | 23.05.2024 14:34 |
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 | +42.01% |
Year to date (YTD) | n.a. |
1 month | +54.39% |
3 months | +18.39% |
1 year | n.a. |
3 years | n.a. |
Issue price | 1.94 |
Underlying price on issue | 16'448.12 |
Premium | 0.10% |
Premium p.a. | 0.09% |
Leverage | 4.54 |
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 | 9.69% |
Premium p.a. | 8.81% |
Leverage | 6.20 |
Implied volatility | 23.51% |
Moneyness | in-the-money |
Leverage | 4.5448 |
Delta | 0.7332 |
Gamma | 0.0000 |
Theta | -0.0031 |
Rho | 0.1144 |
Vega | 0.0588 |
Fair value | 1.65 |
Intrinsic value | n.a. |
Break-even | 20'517.66 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 49.13 |
Givaudan | 4'237.00 |
UBS | 27.99 |
LOGITECH INT. | 87.50 |
Swiss Re | 112.00 |
Name | Price |
---|---|
Nestlé SA | 93.88 |
SWISSCOM N | 495.00 |
KUEHNE & NAGEL | 244.80 |
Partners Group Ho... | 1'261.50 |
NOVARTIS N | 93.19 |