Last price paid | 0.075 | |
Change | -16.67% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 13.06.2024 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 | 0.00% |
Year to date (YTD) | n.a. |
1 month | -55.88% |
3 months | -6.25% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.07 |
Underlying price on issue | 11.57 |
Premium | 0.36% |
Premium p.a. | 0.63% |
Leverage | 5.22 |
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 | 35.61% |
Premium p.a. | 63.10% |
Leverage | 16.80 |
Implied volatility | 47.40% |
Moneyness | out-of-the-money |
Leverage | 5.2151 |
Delta | 0.3105 |
Gamma | 0.0084 |
Theta | -0.0004 |
Rho | 0.0017 |
Vega | 0.0031 |
Fair value | 0.07 |
Intrinsic value | n.a. |
Break-even | 16.73 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
NOVARTIS N | 95.01 |
ROCHE GS | 247.60 |
Nestlé SA | 95.28 |
SWISSCOM N | 496.00 |
Lonza Group | 480.30 |
Name | Price |
---|---|
LOGITECH INT. | 88.38 |
Sika AG | 255.90 |
Partners Group Ho... | 1'154.50 |
Holcim | 80.04 |
ABB Ltd | 49.89 |