Last price paid | 0.72 | |
Change | -12.20% [ -0.10 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 31.05.2024 17:20 |
Fixing | 20.06.2025 |
Settlement date | 01.02.2024 |
Last trading | 20.06.2025 |
Final fixing | 20.06.2025 |
Currency redemption | CHF |
Perf. since issue | -10.63% |
Year to date (YTD) | n.a. |
1 month | +5.88% |
3 months | -6.49% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.80 |
Underlying price on issue | 17'530.30 |
Premium | 0.19% |
Premium p.a. | 0.18% |
Leverage | 8.47 |
Implied volatility | 0.18 |
ISIN | CH1305132560 |
Symbol | NDXXWZ |
Security | 130513256 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.06.2025 |
Underlying | NASDAQ 100, US6311011026 |
Underlying ISIN | US6311011026 |
Strike | 21'000.00 |
C/P type | call |
Subscription ratio | 1'000.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 1000 |
Value day | 25.01.2024 |
Premium | 19.20% |
Premium p.a. | 17.77% |
Leverage | 23.10 |
Implied volatility | 18.41% |
Moneyness | out-of-the-money |
Leverage | 8.4676 |
Delta | 0.3666 |
Gamma | 0.0000 |
Theta | -0.0023 |
Rho | 0.0499 |
Vega | 0.0644 |
Fair value | 0.72 |
Intrinsic value | n.a. |
Break-even | 21'791.47 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 114.70 |
NOVARTIS N | 93.17 |
KUEHNE & NAGEL | 255.50 |
SWISSCOM N | 498.20 |
Nestlé SA | 95.56 |
Name | Price |
---|---|
Sika AG | 272.90 |
GEBERIT N | 550.40 |
Holcim | 78.78 |
Lonza Group | 486.40 |
Partners Group Ho... | 1'206.00 |