Last price paid | 0.18 | |
Change | +28.57% [ +0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 21.05.2024 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 | +2.78% |
Year to date (YTD) | n.a. |
1 month | +50.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.18 |
Underlying price on issue | 574.94 |
Premium | 0.41% |
Premium p.a. | 0.60% |
Leverage | 6.75 |
Implied volatility | 0.36 |
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 | 41.18% |
Premium p.a. | 60.12% |
Leverage | 31.85 |
Implied volatility | 36.17% |
Moneyness | out-of-the-money |
Leverage | 6.7494 |
Delta | 0.2119 |
Gamma | 0.0000 |
Theta | -0.0012 |
Rho | 0.0073 |
Vega | 0.0141 |
Fair value | 0.19 |
Intrinsic value | n.a. |
Break-even | 910.24 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 291.50 |
LOGITECH INT. | 86.32 |
Alcon AG | 82.44 |
Holcim | 79.02 |
GEBERIT N | 561.40 |
Name | Price |
---|---|
Compagnie Financi... | 140.60 |
Swiss Life Hldg | 616.40 |
ROCHE GS | 231.90 |
NOVARTIS N | 93.16 |
ABB Ltd | 48.11 |