Last price paid | 0.11 | |
Change | -8.33% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 24.06.2024 17:20 |
Perf. since issue | -39.47% |
Year to date (YTD) | n.a. |
1 month | -26.67% |
3 months | -42.11% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.19 |
Underlying price on issue | 95.47 |
Premium | 0.12% |
Premium p.a. | 0.22% |
Leverage | 13.48 |
Implied volatility | 0.18 |
ISIN | CH1305140340 |
Symbol | NES7HZ |
Security | 130514034 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Nestlé N, CH0038863350 |
Underlying ISIN | CH0038863350 |
Strike | 84.00 |
C/P type | put |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 23.02.2024 |
Premium | 11.77% |
Premium p.a. | 22.03% |
Leverage | 81.65 |
Implied volatility | 18.03% |
Moneyness | out-of-the-money |
Leverage | 13.4817 |
Delta | -0.1651 |
Gamma | 0.0020 |
Theta | -0.0007 |
Rho | -0.0089 |
Vega | 0.0170 |
Fair value | 0.12 |
Intrinsic value | n.a. |
Break-even | 82.85 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.35 |
Sika AG | 257.10 |
Givaudan | 4'347.00 |
NOVARTIS N | 95.89 |
SWISSCOM N | 505.50 |
Name | Price |
---|---|
UBS | 26.51 |
Partners Group Ho... | 1'152.00 |
GEBERIT N | 540.40 |
ABB Ltd | 49.67 |
Alcon AG | 80.08 |