Last price paid | 0.035 | |
Change | -30.00% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 20.09.2024 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 | -88.00% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | -87.04% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.25 |
Underlying price on issue | 94.38 |
Premium | 0.17% |
Premium p.a. | 0.32% |
Leverage | 17.87 |
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 | 16.55% |
Premium p.a. | 32.49% |
Leverage | 138.13 |
Implied volatility | 16.51% |
Moneyness | out-of-the-money |
Leverage | 17.8726 |
Delta | 0.1294 |
Gamma | 0.0011 |
Theta | -0.0003 |
Rho | 0.0026 |
Vega | 0.0062 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 96.60 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Nestlé SA | 82.88 |
Alcon AG | 83.18 |
ZURICH INSURANCE | 512.60 |
Givaudan | 4'537.00 |
Lonza Group | 534.60 |
Name | Price |
---|---|
SONOVA HLDG N | 288.00 |
Swiss Re | 115.70 |
Compagnie Financi... | 114.10 |
Holcim | 83.00 |
KUEHNE & NAGEL | 231.40 |