Last price paid | 0.21 | |
Change | -8.70% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 26.06.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 11.03.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | +7.89% |
Year to date (YTD) | n.a. |
1 month | -8.70% |
3 months | -19.23% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.19 |
Underlying price on issue | 91.87 |
Premium | 0.06% |
Premium p.a. | 0.11% |
Leverage | 11.57 |
Implied volatility | 0.16 |
ISIN | CH1305142346 |
Symbol | NESNOZ |
Security | 130514234 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Nestlé N, CH0038863350 |
Underlying ISIN | CH0038863350 |
Strike | 94.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 04.03.2024 |
Premium | 5.60% |
Premium p.a. | 10.53% |
Leverage | 22.66 |
Implied volatility | 15.75% |
Moneyness | out-of-the-money |
Leverage | 11.5722 |
Delta | 0.5107 |
Gamma | 0.0019 |
Theta | -0.0006 |
Rho | 0.0115 |
Vega | 0.0135 |
Fair value | 0.21 |
Intrinsic value | n.a. |
Break-even | 98.10 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 274.80 |
Sika AG | 260.00 |
KUEHNE & NAGEL | 260.40 |
Lonza Group | 486.30 |
GEBERIT N | 541.00 |
Name | Price |
---|---|
Compagnie Financi... | 142.15 |
ROCHE GS | 249.60 |
Nestlé SA | 92.90 |
ZURICH INSURANCE | 480.20 |
Swiss Re | 111.50 |