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 | +36.11% |
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 | 0.34% |
Premium p.a. | 0.56% |
Leverage | 6.53 |
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 | 33.82% |
Premium p.a. | 55.85% |
Leverage | 24.89 |
Implied volatility | 37.35% |
Moneyness | out-of-the-money |
Leverage | 6.5288 |
Delta | 0.2623 |
Gamma | 0.0000 |
Theta | -0.0015 |
Rho | 0.0082 |
Vega | 0.0155 |
Fair value | 0.25 |
Intrinsic value | n.a. |
Break-even | 917.55 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'176.00 |
Sika AG | 261.40 |
Holcim | 82.62 |
GEBERIT N | 544.00 |
Givaudan | 4'323.00 |
Name | Price |
---|---|
Compagnie Financi... | 139.65 |
KUEHNE & NAGEL | 259.30 |
NOVARTIS N | 93.64 |
Nestlé SA | 94.46 |
ROCHE GS | 249.80 |