Last price paid | 0.23 | |
Change | +4.55% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 19.06.2024 17:20 |
Fixing | 17.01.2025 |
Settlement date | 28.02.2024 |
Last trading | 17.01.2025 |
Final fixing | 17.01.2025 |
Currency redemption | CHF |
Perf. since issue | +25.00% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | -4.17% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.18 |
Underlying price on issue | 574.94 |
Premium | 0.35% |
Premium p.a. | 0.58% |
Leverage | 6.68 |
Implied volatility | 0.37 |
ISIN | CH1305138344 |
Symbol | NFLXYZ |
Security | 130513834 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.01.2025 |
Underlying | Netflix Rg, US64110L1061 |
Underlying ISIN | US64110L1061 |
Strike | 890.00 |
C/P type | call |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 100 |
Value day | 21.02.2024 |
Premium | 34.88% |
Premium p.a. | 57.86% |
Leverage | 26.95 |
Implied volatility | 37.14% |
Moneyness | out-of-the-money |
Leverage | 6.6826 |
Delta | 0.2480 |
Gamma | 0.0000 |
Theta | -0.0015 |
Rho | 0.0077 |
Vega | 0.0149 |
Fair value | 0.23 |
Intrinsic value | n.a. |
Break-even | 915.18 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 252.80 |
Swiss Life Hldg | 653.80 |
SWISSCOM N | 500.00 |
Givaudan | 4'314.00 |
NOVARTIS N | 93.99 |
Name | Price |
---|---|
Holcim | 78.70 |
UBS | 27.03 |
ABB Ltd | 49.79 |
Partners Group Ho... | 1'154.00 |
Sika AG | 255.40 |