Last price paid | 0.24 | |
Change | +4.35% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 27.06.2024 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 | -27.94% |
Year to date (YTD) | n.a. |
1 month | +26.32% |
3 months | -11.11% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.34 |
Underlying price on issue | 623.72 |
Premium | 0.14% |
Premium p.a. | 0.56% |
Leverage | 8.93 |
Implied volatility | 0.36 |
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 | 14.15% |
Premium p.a. | 56.13% |
Leverage | 24.96 |
Implied volatility | 36.22% |
Moneyness | out-of-the-money |
Leverage | 8.9273 |
Delta | 0.3577 |
Gamma | 0.0000 |
Theta | -0.0025 |
Rho | 0.0049 |
Vega | 0.0115 |
Fair value | 0.25 |
Intrinsic value | n.a. |
Break-even | 777.28 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Holcim | 79.36 |
Swiss Life Hldg | 658.40 |
SONOVA HLDG N | 275.90 |
ROCHE GS | 250.40 |
UBS | 26.37 |
Name | Price |
---|---|
KUEHNE & NAGEL | 257.00 |
Nestlé SA | 92.14 |
GEBERIT N | 537.20 |
SWISSCOM N | 499.80 |
NOVARTIS N | 95.45 |