Last price paid | 0.44 | |
Change | -16.98% [ -0.09 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 21.05.2024 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 | -53.16% |
Year to date (YTD) | n.a. |
1 month | -46.34% |
3 months | -42.86% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.95 |
Underlying price on issue | 549.28 |
Premium | 0.14% |
Premium p.a. | 0.20% |
Leverage | 4.12 |
Implied volatility | 0.38 |
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 | 13.93% |
Premium p.a. | 20.41% |
Leverage | 13.14 |
Implied volatility | 38.09% |
Moneyness | out-of-the-money |
Leverage | 4.1230 |
Delta | -0.3137 |
Gamma | 0.0000 |
Theta | -0.0010 |
Rho | -0.0156 |
Vega | 0.0171 |
Fair value | 0.45 |
Intrinsic value | n.a. |
Break-even | 551.27 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 49.12 |
LOGITECH INT. | 87.52 |
UBS | 27.99 |
Givaudan | 4'233.00 |
Swiss Re | 112.00 |
Name | Price |
---|---|
Nestlé SA | 93.76 |
SWISSCOM N | 494.80 |
KUEHNE & NAGEL | 244.40 |
Partners Group Ho... | 1'259.50 |
NOVARTIS N | 93.17 |