Last price paid | 0.15 | |
Change | -6.25% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 23.05.2024 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 | +121.43% |
Year to date (YTD) | n.a. |
1 month | +50.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.07 |
Underlying price on issue | 11.57 |
Premium | 0.22% |
Premium p.a. | 0.36% |
Leverage | 4.41 |
Implied volatility | 0.45 |
ISIN | CH1305142700 |
Symbol | NDXS2Z |
Security | 130514270 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Nordex, DE000A0D6554 |
Underlying ISIN | DE000A0D6554 |
Strike | 16.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 10 |
Value day | 05.03.2024 |
Premium | 22.13% |
Premium p.a. | 35.58% |
Leverage | 9.21 |
Implied volatility | 45.31% |
Moneyness | out-of-the-money |
Leverage | 4.4069 |
Delta | 0.4787 |
Gamma | 0.0078 |
Theta | -0.0005 |
Rho | 0.0033 |
Vega | 0.0045 |
Fair value | 0.16 |
Intrinsic value | n.a. |
Break-even | 17.56 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'233.50 |
Holcim | 80.24 |
Swiss Life Hldg | 630.80 |
KUEHNE & NAGEL | 245.80 |
UBS | 28.16 |
Name | Price |
---|---|
NOVARTIS N | 91.74 |
SONOVA HLDG N | 294.20 |
Nestlé SA | 92.42 |
Alcon AG | 82.02 |
ROCHE GS | 230.40 |