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. | 0.27% |
Leverage | 25.08 |
Implied volatility | 0.22 |
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 | 0.80% |
Premium p.a. | 26.57% |
Leverage | 34.36 |
Implied volatility | 22.05% |
Moneyness | in-the-money |
Leverage | 25.0760 |
Delta | 0.7299 |
Gamma | 0.0001 |
Theta | -0.0041 |
Rho | 0.0013 |
Vega | 0.0034 |
Fair value | 0.05 |
Intrinsic value | n.a. |
Break-even | 679.62 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
UBS | 27.50 |
Swiss Re | 110.15 |
ZURICH INSURANCE | 475.60 |
ABB Ltd | 50.32 |
Swiss Life Hldg | 637.60 |
Name | Price |
---|---|
Alcon AG | 78.56 |
SONOVA HLDG N | 271.70 |
Lonza Group | 472.80 |
NOVARTIS N | 93.54 |
Compagnie Financi... | 142.10 |