Last price paid | 0.24 | |
Change | -11.11% [ -0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 21.06.2024 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 | -6.00% |
Year to date (YTD) | n.a. |
1 month | -20.00% |
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. | 0.09% |
Leverage | 9.93 |
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 | 7.29% |
Premium p.a. | 9.50% |
Leverage | 19.97 |
Implied volatility | 15.73% |
Moneyness | out-of-the-money |
Leverage | 9.9251 |
Delta | 0.4970 |
Gamma | 0.0015 |
Theta | -0.0006 |
Rho | 0.0161 |
Vega | 0.0164 |
Fair value | 0.24 |
Intrinsic value | n.a. |
Break-even | 100.70 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 252.80 |
Swiss Life Hldg | 653.80 |
SWISSCOM N | 500.00 |
Givaudan | 4'314.00 |
NOVARTIS N | 93.99 |
Name | Price |
---|---|
Holcim | 78.70 |
UBS | 27.03 |
ABB Ltd | 49.79 |
Partners Group Ho... | 1'154.00 |
Sika AG | 255.40 |