Last price paid | 0.19 | |
Change | -13.64% [ -0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 31.05.2024 17:20 |
Fixing | 21.03.2025 |
Settlement date | 27.03.2024 |
Last trading | 21.03.2025 |
Final fixing | 21.03.2025 |
Currency redemption | CHF |
Perf. since issue | -31.48% |
Year to date (YTD) | n.a. |
1 month | -26.92% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.27 |
Underlying price on issue | 94.38 |
Premium | 0.08% |
Premium p.a. | 0.09% |
Leverage | 8.84 |
Implied volatility | 0.17 |
ISIN | CH1305147162 |
Symbol | NESI7Z |
Security | 130514716 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.03.2025 |
Underlying | Nestlé N, CH0038863350 |
Underlying ISIN | CH0038863350 |
Strike | 92.00 |
C/P type | put |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 20.03.2024 |
Premium | 7.60% |
Premium p.a. | 9.21% |
Leverage | 25.83 |
Implied volatility | 17.12% |
Moneyness | out-of-the-money |
Leverage | 8.8401 |
Delta | -0.3423 |
Gamma | 0.0012 |
Theta | -0.0004 |
Rho | -0.0150 |
Vega | 0.0159 |
Fair value | 0.19 |
Intrinsic value | n.a. |
Break-even | 88.30 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 114.70 |
NOVARTIS N | 93.17 |
KUEHNE & NAGEL | 255.50 |
SWISSCOM N | 498.20 |
Nestlé SA | 95.56 |
Name | Price |
---|---|
Sika AG | 272.90 |
GEBERIT N | 550.40 |
Holcim | 78.78 |
Lonza Group | 486.40 |
Partners Group Ho... | 1'206.00 |