Last price paid | 0.13 | |
Change | -7.14% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 18.06.2024 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 | -80.99% |
Year to date (YTD) | n.a. |
1 month | -51.85% |
3 months | -67.50% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.71 |
Underlying price on issue | 549.12 |
Premium | 0.16% |
Premium p.a. | 0.60% |
Leverage | 8.26 |
Implied volatility | 0.39 |
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 | 15.74% |
Premium p.a. | 60.49% |
Leverage | 44.40 |
Implied volatility | 39.36% |
Moneyness | out-of-the-money |
Leverage | 8.2621 |
Delta | -0.1861 |
Gamma | 0.0000 |
Theta | -0.0015 |
Rho | -0.0033 |
Vega | 0.0082 |
Fair value | 0.14 |
Intrinsic value | n.a. |
Break-even | 564.90 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
NOVARTIS N | 96.01 |
Lonza Group | 487.10 |
GEBERIT N | 547.40 |
Alcon AG | 80.80 |
Partners Group Ho... | 1'171.00 |
Name | Price |
---|---|
Holcim | 78.78 |
Swiss Life Hldg | 656.00 |
Swiss Re | 113.10 |
ABB Ltd | 50.12 |
Sika AG | 257.20 |