Last price paid | 0.08 | |
Change | -42.86% [ -0.06 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 20.09.2024 12:05 |
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 | -67.39% |
Year to date (YTD) | n.a. |
1 month | -60.00% |
3 months | -81.40% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.23 |
Underlying price on issue | 549.13 |
Premium | 0.01% |
Premium p.a. | 0.33% |
Leverage | 50.01 |
Implied volatility | 0.16 |
ISIN | CH1305132891 |
Symbol | NFL83Z |
Security | 130513289 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Netflix Rg, US64110L1061 |
Underlying ISIN | US64110L1061 |
Strike | 700.00 |
C/P type | call |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 100 |
Value day | 25.01.2024 |
Premium | 0.64% |
Premium p.a. | 33.45% |
Leverage | 79.69 |
Implied volatility | 15.58% |
Moneyness | in-the-money |
Leverage | 50.0058 |
Delta | 0.6275 |
Gamma | 0.0003 |
Theta | -0.0041 |
Rho | 0.0007 |
Vega | 0.0031 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 708.84 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 303.80 |
Compagnie Financi... | 132.60 |
Sika AG | 281.60 |
ROCHE GS | 272.80 |
Partners Group Ho... | 1'266.00 |
Name | Price |
---|---|
ABB Ltd | 49.65 |
Holcim | 84.08 |
Lonza Group | 535.80 |
LOGITECH INT. | 74.44 |
Givaudan | 4'607.00 |