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 | +48.71% |
Year to date (YTD) | n.a. |
1 month | +31.06% |
3 months | +33.08% |
1 year | n.a. |
3 years | n.a. |
Issue price | 1.16 |
Underlying price on issue | 17'530.42 |
Premium | 0.12% |
Premium p.a. | 0.11% |
Leverage | 6.18 |
Implied volatility | 0.20 |
ISIN | CH1305132537 |
Symbol | NDXGCZ |
Security | 130513253 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.06.2025 |
Underlying | NASDAQ 100, US6311011026 |
Underlying ISIN | US6311011026 |
Strike | 20'000.00 |
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 | 11.49% |
Premium p.a. | 11.42% |
Leverage | 10.20 |
Implied volatility | 20.39% |
Moneyness | out-of-the-money |
Leverage | 6.1859 |
Delta | 0.6064 |
Gamma | 0.0000 |
Theta | -0.0031 |
Rho | 0.0885 |
Vega | 0.0679 |
Fair value | 1.73 |
Intrinsic value | n.a. |
Break-even | 21'928.19 |
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 |