Last price paid | 3.03 | |
Change | +1.68% [ +0.05 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 26.09.2024 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 | +57.47% |
Year to date (YTD) | n.a. |
1 month | +8.99% |
3 months | -5.90% |
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 | 4.61 |
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 | 4.99% |
Premium p.a. | 6.67% |
Leverage | 5.56 |
Implied volatility | 23.63% |
Moneyness | in-the-money |
Leverage | 4.6100 |
Delta | 0.8294 |
Gamma | 0.0000 |
Theta | -0.0030 |
Rho | 0.0948 |
Vega | 0.0373 |
Fair value | 0.85 |
Intrinsic value | n.a. |
Break-even | 21'118.85 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 132.95 |
SONOVA HLDG N | 303.60 |
Sika AG | 281.70 |
ROCHE GS | 272.60 |
Partners Group Ho... | 1'267.00 |
Name | Price |
---|---|
ABB Ltd | 49.65 |
Holcim | 84.12 |
Lonza Group | 537.40 |
LOGITECH INT. | 74.54 |
SWISSCOM N | 554.00 |