Last price paid | 0.055 | |
Change | -50.00% [ -0.06 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | 6'666.00 Unit | |
Date/time | 20.06.2024 17:15 |
Fixing | 21.06.2024 |
Settlement date | 05.03.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -83.93% |
Year to date (YTD) | n.a. |
1 month | -82.81% |
3 months | -78.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.28 |
Underlying price on issue | 93.91 |
Premium | 0.00% |
Premium p.a. | 0.19% |
Leverage | 114.21 |
Implied volatility | 0.07 |
ISIN | CH1305140738 |
Symbol | NESVFZ |
Security | 130514073 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Nestlé N, CH0038863350 |
Underlying ISIN | CH0038863350 |
Strike | 94.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 27.02.2024 |
Premium | 0.37% |
Premium p.a. | 19.39% |
Leverage | 209.11 |
Implied volatility | 7.39% |
Moneyness | in-the-money |
Leverage | 114.2125 |
Delta | 0.5462 |
Gamma | 0.0381 |
Theta | -0.0030 |
Rho | 0.0010 |
Vega | 0.0052 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 94.45 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 276.50 |
Swiss Life Hldg | 657.80 |
ABB Ltd | 49.89 |
ROCHE GS | 250.70 |
ZURICH INSURANCE | 482.10 |
Name | Price |
---|---|
Partners Group Ho... | 1'130.50 |
KUEHNE & NAGEL | 258.30 |
Lonza Group | 484.50 |
SWISSCOM N | 501.00 |
NOVARTIS N | 95.70 |