Last price paid | 0.27 | |
Change | +68.75% [ +0.11 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | 15'000.00 Unit | |
Date/time | 31.05.2024 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 | -5.36% |
Year to date (YTD) | n.a. |
1 month | +92.86% |
3 months | +28.57% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.28 |
Underlying price on issue | 93.91 |
Premium | 0.01% |
Premium p.a. | 0.15% |
Leverage | 23.79 |
Implied volatility | 0.16 |
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 | 1.14% |
Premium p.a. | 14.87% |
Leverage | 36.06 |
Implied volatility | 16.14% |
Moneyness | in-the-money |
Leverage | 23.7875 |
Delta | 0.6597 |
Gamma | 0.0085 |
Theta | -0.0031 |
Rho | 0.0046 |
Vega | 0.0097 |
Fair value | 0.11 |
Intrinsic value | n.a. |
Break-even | 96.65 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 114.70 |
NOVARTIS N | 93.17 |
KUEHNE & NAGEL | 255.50 |
SWISSCOM N | 498.20 |
Nestlé SA | 95.56 |
Name | Price |
---|---|
Sika AG | 272.90 |
GEBERIT N | 550.40 |
Holcim | 78.78 |
Lonza Group | 486.40 |
Partners Group Ho... | 1'206.00 |