Last price paid | 0.02 | |
Change | -20.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 21.06.2024 12:05 |
Perf. since issue | -90.45% |
Year to date (YTD) | n.a. |
1 month | -66.67% |
3 months | -91.67% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.11 |
Underlying price on issue | 549.13 |
Premium | 0.03% |
Premium p.a. | 1.70% |
Leverage | 80.16 |
Implied volatility | 0.19 |
ISIN | CH1305132974 |
Symbol | NFLIVZ |
Security | 130513297 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
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 | 3.26% |
Premium p.a. | 170.06% |
Leverage | 577.13 |
Implied volatility | 18.85% |
Moneyness | out-of-the-money |
Leverage | 80.1575 |
Delta | 0.1389 |
Gamma | 0.0001 |
Theta | -0.0025 |
Rho | 0.0002 |
Vega | 0.0018 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 701.18 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.35 |
Sika AG | 257.10 |
Givaudan | 4'347.00 |
NOVARTIS N | 95.89 |
SWISSCOM N | 505.50 |
Name | Price |
---|---|
UBS | 26.51 |
Partners Group Ho... | 1'152.00 |
GEBERIT N | 540.40 |
ABB Ltd | 49.67 |
Alcon AG | 80.08 |