Last price paid | 0.20 | |
Change | +5.26% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 03.07.2024 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 | -22.00% |
Year to date (YTD) | n.a. |
1 month | -35.48% |
3 months | -16.67% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.25 |
Underlying price on issue | 94.38 |
Premium | 0.08% |
Premium p.a. | 0.11% |
Leverage | 10.71 |
Implied volatility | 0.16 |
ISIN | CH1305147204 |
Symbol | NESPRZ |
Security | 130514720 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.03.2025 |
Underlying | Nestlé N, CH0038863350 |
Underlying ISIN | CH0038863350 |
Strike | 96.00 |
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 | 7.93% |
Premium p.a. | 10.88% |
Leverage | 23.73 |
Implied volatility | 15.67% |
Moneyness | out-of-the-money |
Leverage | 10.7095 |
Delta | 0.4512 |
Gamma | 0.0016 |
Theta | -0.0005 |
Rho | 0.0138 |
Vega | 0.0156 |
Fair value | 0.20 |
Intrinsic value | n.a. |
Break-even | 99.90 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'217.00 |
Lonza Group | 502.20 |
Swiss Life Hldg | 659.40 |
ROCHE GS | 243.30 |
SWISSCOM N | 511.50 |
Name | Price |
---|---|
SONOVA HLDG N | 275.80 |
ABB Ltd | 49.73 |
LOGITECH INT. | 84.60 |
Givaudan | 4'257.00 |
KUEHNE & NAGEL | 264.10 |