Last price paid | 0.15 | |
Change | +7.14% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 26.06.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 12.03.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -26.19% |
Year to date (YTD) | n.a. |
1 month | +36.36% |
3 months | -11.76% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.21 |
Underlying price on issue | 11.57 |
Premium | 0.14% |
Premium p.a. | 0.27% |
Leverage | 2.95 |
Implied volatility | 0.52 |
ISIN | CH1305142742 |
Symbol | NDX2TZ |
Security | 130514274 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Nordex, DE000A0D6554 |
Underlying ISIN | DE000A0D6554 |
Strike | 12.00 |
C/P type | put |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 10 |
Value day | 05.03.2024 |
Premium | 14.47% |
Premium p.a. | 27.23% |
Leverage | 7.51 |
Implied volatility | 51.92% |
Moneyness | out-of-the-money |
Leverage | 2.9540 |
Delta | -0.3934 |
Gamma | 0.0087 |
Theta | -0.0004 |
Rho | -0.0033 |
Vega | 0.0033 |
Fair value | 0.16 |
Intrinsic value | n.a. |
Break-even | 10.38 |
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 |