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 | -7.14% |
Year to date (YTD) | n.a. |
1 month | -59.38% |
3 months | 0.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.07 |
Underlying price on issue | 11.57 |
Premium | 0.35% |
Premium p.a. | 0.66% |
Leverage | 5.42 |
Implied volatility | 0.47 |
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 | 35.38% |
Premium p.a. | 66.22% |
Leverage | 18.15 |
Implied volatility | 47.24% |
Moneyness | out-of-the-money |
Leverage | 5.4188 |
Delta | 0.2985 |
Gamma | 0.0085 |
Theta | -0.0004 |
Rho | 0.0015 |
Vega | 0.0030 |
Fair value | 0.07 |
Intrinsic value | n.a. |
Break-even | 16.68 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
Name | Price |
---|---|
Compagnie Financi... | 144.35 |
Sika AG | 257.10 |
Givaudan | 4'347.00 |
NOVARTIS N | 95.89 |
SWISSCOM N | 505.50 |
Name | Price |
---|---|
UBS | 26.51 |
Partners Group Ho... | 1'152.00 |
GEBERIT N | 540.40 |
ABB Ltd | 49.67 |
Alcon AG | 80.08 |