Last price paid | 1.32 | |
Change | +2.33% [ +0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 23.05.2024 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 | +14.22% |
Year to date (YTD) | n.a. |
1 month | +53.49% |
3 months | +20.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 1.16 |
Underlying price on issue | 17'530.42 |
Premium | 0.14% |
Premium p.a. | 0.13% |
Leverage | 6.93 |
Implied volatility | 0.19 |
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 | 13.80% |
Premium p.a. | 12.52% |
Leverage | 13.00 |
Implied volatility | 18.77% |
Moneyness | out-of-the-money |
Leverage | 6.9328 |
Delta | 0.5331 |
Gamma | 0.0000 |
Theta | -0.0028 |
Rho | 0.0812 |
Vega | 0.0717 |
Fair value | 1.33 |
Intrinsic value | n.a. |
Break-even | 21'449.40 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 297.30 |
LOGITECH INT. | 87.98 |
ABB Ltd | 48.97 |
Givaudan | 4'239.00 |
Swiss Life Hldg | 625.00 |
Name | Price |
---|---|
Nestlé SA | 93.30 |
KUEHNE & NAGEL | 243.70 |
SWISSCOM N | 494.00 |
NOVARTIS N | 92.77 |
Partners Group Ho... | 1'259.00 |