Last price paid | 0.17 | |
Change | +6.25% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 15.07.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 11.03.2024 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -48.53% |
Year to date (YTD) | n.a. |
1 month | -29.17% |
3 months | -34.62% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.34 |
Underlying price on issue | 623.72 |
Premium | 0.16% |
Premium p.a. | 0.77% |
Leverage | 10.02 |
Implied volatility | 0.38 |
ISIN | CH1305142296 |
Symbol | NFLKSZ |
Security | 130514229 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Netflix Rg, US64110L1061 |
Underlying ISIN | US64110L1061 |
Strike | 750.00 |
C/P type | call |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 100 |
Value day | 04.03.2024 |
Premium | 15.61% |
Premium p.a. | 77.00% |
Leverage | 34.03 |
Implied volatility | 38.42% |
Moneyness | out-of-the-money |
Leverage | 10.0151 |
Delta | 0.2943 |
Gamma | 0.0000 |
Theta | -0.0026 |
Rho | 0.0032 |
Vega | 0.0092 |
Fair value | 0.18 |
Intrinsic value | n.a. |
Break-even | 769.56 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 257.30 |
Compagnie Financi... | 136.95 |
SWISSCOM N | 525.00 |
GEBERIT N | 549.40 |
NOVARTIS N | 98.80 |
Name | Price |
---|---|
Swiss Re | 109.05 |
LOGITECH INT. | 81.86 |
Alcon AG | 79.98 |
Swiss Life Hldg | 671.40 |
Holcim | 83.16 |