Last price paid | 0.18 | |
Change | +176.92% [ +0.12 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.06.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 01.02.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +2.94% |
Year to date (YTD) | n.a. |
1 month | +100.00% |
3 months | -40.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.17 |
Underlying price on issue | 549.13 |
Premium | 0.01% |
Premium p.a. | 0.21% |
Leverage | 26.62 |
Implied volatility | 0.20 |
ISIN | CH1305132958 |
Symbol | NFLBUZ |
Security | 130513295 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Netflix Rg, US64110L1061 |
Underlying ISIN | US64110L1061 |
Strike | 660.00 |
C/P type | call |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 100 |
Value day | 25.01.2024 |
Premium | 0.58% |
Premium p.a. | 21.00% |
Leverage | 34.28 |
Implied volatility | 20.14% |
Moneyness | in-the-money |
Leverage | 26.6221 |
Delta | 0.7767 |
Gamma | 0.0001 |
Theta | -0.0037 |
Rho | 0.0012 |
Vega | 0.0029 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 679.72 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 480.30 |
Swiss Life Hldg | 645.60 |
Givaudan | 4'364.00 |
Partners Group Ho... | 1'158.00 |
ABB Ltd | 50.84 |
Name | Price |
---|---|
Compagnie Financi... | 141.30 |
Nestlé SA | 94.58 |
NOVARTIS N | 93.28 |
Alcon AG | 78.50 |
SONOVA HLDG N | 271.90 |