Last price paid | 0.30 | |
Change | +15.38% [ +0.04 ] | |
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 | +22.00% |
Year to date (YTD) | n.a. |
1 month | +30.43% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.25 |
Underlying price on issue | 94.38 |
Premium | 0.07% |
Premium p.a. | 0.08% |
Leverage | 8.65 |
Implied volatility | 0.17 |
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 | 6.84% |
Premium p.a. | 8.30% |
Leverage | 15.67 |
Implied volatility | 16.50% |
Moneyness | out-of-the-money |
Leverage | 8.6548 |
Delta | 0.5525 |
Gamma | 0.0014 |
Theta | -0.0006 |
Rho | 0.0193 |
Vega | 0.0172 |
Fair value | 0.31 |
Intrinsic value | n.a. |
Break-even | 102.10 |
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 |