Last price paid | 0.63 | |
Change | +6.78% [ +0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 21.06.2024 17:20 |
Fixing | 20.06.2025 |
Settlement date | 20.02.2024 |
Last trading | 20.06.2025 |
Final fixing | 20.06.2025 |
Currency redemption | CHF |
Perf. since issue | -52.88% |
Year to date (YTD) | n.a. |
1 month | -25.88% |
3 months | -40.57% |
1 year | n.a. |
3 years | n.a. |
Issue price | 1.39 |
Underlying price on issue | 17'976.10 |
Premium | 0.12% |
Premium p.a. | 0.12% |
Leverage | 6.37 |
Implied volatility | 0.24 |
ISIN | CH1305136926 |
Symbol | NDX1LZ |
Security | 130513692 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.06.2025 |
Underlying | NASDAQ 100, US6311011026 |
Underlying ISIN | US6311011026 |
Strike | 18'000.00 |
C/P type | put |
Subscription ratio | 1'000.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 1000 |
Value day | 12.02.2024 |
Premium | 12.36% |
Premium p.a. | 12.25% |
Leverage | 26.86 |
Implied volatility | 23.58% |
Moneyness | out-of-the-money |
Leverage | 6.3676 |
Delta | -0.2371 |
Gamma | 0.0000 |
Theta | -0.0011 |
Rho | -0.0533 |
Vega | 0.0545 |
Fair value | 0.66 |
Intrinsic value | n.a. |
Break-even | 17'266.42 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
NOVARTIS N | 95.84 |
Partners Group Ho... | 1'168.50 |
Nestlé SA | 94.82 |
GEBERIT N | 543.80 |
KUEHNE & NAGEL | 258.60 |
Name | Price |
---|---|
Swiss Life Hldg | 652.00 |
Swiss Re | 112.35 |
SONOVA HLDG N | 271.10 |
Holcim | 78.98 |
ZURICH INSURANCE | 484.90 |