Last price paid | 0.01 | |
Change | -33.33% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 18.06.2024 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 | -99.38% |
Year to date (YTD) | n.a. |
1 month | -92.31% |
3 months | -98.11% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.88 |
Underlying price on issue | 17'530.42 |
Premium | 0.09% |
Premium p.a. | 4.64% |
Leverage | 59.42 |
Implied volatility | 0.33 |
ISIN | CH1305132628 |
Symbol | NDXZZZ |
Security | 130513262 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | NASDAQ 100, US6311011026 |
Underlying ISIN | US6311011026 |
Strike | 18'000.00 |
C/P type | put |
Subscription ratio | 1'000.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 1000 |
Value day | 25.01.2024 |
Premium | 8.90% |
Premium p.a. | 464.21% |
Leverage | 3'205.01 |
Implied volatility | 32.90% |
Moneyness | out-of-the-money |
Leverage | 59.4236 |
Delta | -0.0185 |
Gamma | 0.0000 |
Theta | -0.0026 |
Rho | -0.0001 |
Vega | 0.0011 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 17'993.84 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 274.80 |
Sika AG | 260.00 |
KUEHNE & NAGEL | 260.40 |
Lonza Group | 486.30 |
GEBERIT N | 541.00 |
Name | Price |
---|---|
Compagnie Financi... | 142.15 |
ROCHE GS | 249.60 |
Nestlé SA | 92.90 |
ZURICH INSURANCE | 480.20 |
Swiss Re | 111.50 |