Last price paid | n.a. | |
Change | 0.00% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | n.a. n.a. |
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 | -86.88% |
Year to date (YTD) | -90.00% |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.08 |
Underlying price on issue | 94.38 |
Premium | 0.21% |
Premium p.a. | 10.91% |
Leverage | 22.38 |
Implied volatility | 0.80 |
ISIN | CH1305147188 |
Symbol | NESVDZ |
Security | 130514718 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.03.2025 |
Underlying | Nestlé N, CH0038863350 |
Underlying ISIN | CH0038863350 |
Strike | 110.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 20.03.2024 |
Premium | 20.92% |
Premium p.a. | 1091.03% |
Leverage | 434.00 |
Implied volatility | 80.44% |
Moneyness | out-of-the-money |
Leverage | 22.3811 |
Delta | 0.0516 |
Gamma | 0.0005 |
Theta | -0.0036 |
Rho | 0.0000 |
Vega | 0.0007 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 110.21 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
NOVARTIS N | 95.13 |
GEBERIT N | 619.00 |
Holcim | 91.34 |
Givaudan | 4'141.00 |
ZURICH INSURANCE | 577.60 |
Name | Price |
---|---|
LOGITECH INT. | 67.04 |
Partners Group Ho... | 1'080.50 |
Compagnie Financi... | 153.10 |
Alcon AG | 69.92 |
Sika AG | 217.60 |