Last price paid | 0.14 | |
Change | +7.69% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 26.09.2024 17:20 |
Fixing | 17.01.2025 |
Settlement date | 01.02.2024 |
Last trading | 17.01.2025 |
Final fixing | 17.01.2025 |
Currency redemption | CHF |
Perf. since issue | -84.74% |
Year to date (YTD) | n.a. |
1 month | -33.33% |
3 months | -57.58% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.95 |
Underlying price on issue | 549.28 |
Premium | 0.18% |
Premium p.a. | 0.54% |
Leverage | 7.30 |
Implied volatility | 0.39 |
ISIN | CH1305133253 |
Symbol | NFLZQZ |
Security | 130513325 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.01.2025 |
Underlying | Netflix Rg, US64110L1061 |
Underlying ISIN | US64110L1061 |
Strike | 600.00 |
C/P type | put |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 100 |
Value day | 25.01.2024 |
Premium | 18.07% |
Premium p.a. | 54.07% |
Leverage | 41.50 |
Implied volatility | 39.40% |
Moneyness | out-of-the-money |
Leverage | 7.3004 |
Delta | -0.1759 |
Gamma | 0.0000 |
Theta | -0.0013 |
Rho | -0.0040 |
Vega | 0.0090 |
Fair value | 0.15 |
Intrinsic value | n.a. |
Break-even | 582.86 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 303.00 |
Compagnie Financi... | 132.40 |
ROCHE GS | 272.40 |
Sika AG | 281.00 |
Nestlé SA | 85.24 |
Name | Price |
---|---|
Holcim | 83.94 |
ABB Ltd | 49.63 |
Lonza Group | 535.00 |
LOGITECH INT. | 74.52 |
Givaudan | 4'600.00 |