Last price paid | 0.085 | |
Change | -5.56% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 16.05.2024 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 | -47.06% |
Year to date (YTD) | n.a. |
1 month | -70.69% |
3 months | -66.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.17 |
Underlying price on issue | 549.13 |
Premium | 0.08% |
Premium p.a. | 0.71% |
Leverage | 17.85 |
Implied volatility | 0.28 |
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 | 8.21% |
Premium p.a. | 71.37% |
Leverage | 62.46 |
Implied volatility | 27.82% |
Moneyness | out-of-the-money |
Leverage | 17.8483 |
Delta | 0.2858 |
Gamma | 0.0001 |
Theta | -0.0024 |
Rho | 0.0017 |
Vega | 0.0065 |
Fair value | 0.09 |
Intrinsic value | n.a. |
Break-even | 669.91 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
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Compagnie Financi... | 144.75 |
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