Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.06.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 28.02.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -98.28% |
Year to date (YTD) | n.a. |
1 month | -90.00% |
3 months | -96.05% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.58 |
Underlying price on issue | 574.94 |
Premium | 0.11% |
Premium p.a. | 2.89% |
Leverage | 31.54 |
Implied volatility | 0.38 |
ISIN | CH1305138385 |
Symbol | NFL6HZ |
Security | 130513838 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Netflix Rg, US64110L1061 |
Underlying ISIN | US64110L1061 |
Strike | 600.00 |
C/P type | put |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 100 |
Value day | 21.02.2024 |
Premium | 11.08% |
Premium p.a. | 288.80% |
Leverage | 599.94 |
Implied volatility | 37.82% |
Moneyness | out-of-the-money |
Leverage | 31.5401 |
Delta | -0.0526 |
Gamma | 0.0000 |
Theta | -0.0016 |
Rho | -0.0001 |
Vega | 0.0013 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 598.88 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
NOVARTIS N | 95.01 |
ROCHE GS | 247.60 |
Nestlé SA | 95.28 |
SWISSCOM N | 496.00 |
Lonza Group | 480.30 |
Name | Price |
---|---|
LOGITECH INT. | 88.38 |
Sika AG | 255.90 |
Partners Group Ho... | 1'154.50 |
Holcim | 80.04 |
ABB Ltd | 49.89 |