Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 13.09.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 01.02.2024 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -98.59% |
Year to date (YTD) | n.a. |
1 month | -78.57% |
3 months | -91.18% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.71 |
Underlying price on issue | 549.12 |
Premium | 0.18% |
Premium p.a. | 9.29% |
Leverage | 21.68 |
Implied volatility | 0.81 |
ISIN | CH1305133188 |
Symbol | NFL1CZ |
Security | 130513318 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Netflix Rg, US64110L1061 |
Underlying ISIN | US64110L1061 |
Strike | 580.00 |
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 | 17.82% |
Premium p.a. | 929.10% |
Leverage | 597.74 |
Implied volatility | 80.87% |
Moneyness | out-of-the-money |
Leverage | 21.6826 |
Delta | -0.0363 |
Gamma | 0.0000 |
Theta | -0.0035 |
Rho | 0.0000 |
Vega | 0.0007 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 578.82 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 131.15 |
LOGITECH INT. | 74.76 |
UBS | 26.20 |
Partners Group Ho... | 1'259.00 |
Lonza Group | 540.40 |
Name | Price |
---|---|
NOVARTIS N | 97.90 |
Givaudan | 4'609.00 |
KUEHNE & NAGEL | 231.90 |
GEBERIT N | 559.60 |
ZURICH INSURANCE | 515.40 |