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Price data

  Bid Ask
Price 0.06 0.07
Volume 925'000.00 475'000.00
Date/time 25.06.24 17:15 25.06.24 17:15

Life cycle

Fixing20.12.2024
Settlement date12.03.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

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.

Key figures on issue

Issue price0.07
Underlying price on issue11.57
Premium0.35%
Premium p.a.0.66%
Leverage5.42
Implied volatility0.47

Reference data

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

Key figures

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.

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