Last price paid | 0.37 | |
Change | +8.82% [ +0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.06.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 02.04.2024 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -8.14% |
Year to date (YTD) | n.a. |
1 month | +164.29% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.43 |
Underlying price on issue | 18'339.71 |
Premium | 0.07% |
Premium p.a. | 0.23% |
Leverage | 17.46 |
Implied volatility | 0.16 |
ISIN | CH1305148103 |
Symbol | NDXZMZ |
Security | 130514810 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | NASDAQ 100, US6311011026 |
Underlying ISIN | US6311011026 |
Strike | 20'500.00 |
C/P type | call |
Subscription ratio | 1'000.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 1000 |
Value day | 22.03.2024 |
Premium | 6.53% |
Premium p.a. | 23.36% |
Leverage | 44.38 |
Implied volatility | 16.07% |
Moneyness | out-of-the-money |
Leverage | 17.4573 |
Delta | 0.3933 |
Gamma | 0.0000 |
Theta | -0.0038 |
Rho | 0.0174 |
Vega | 0.0356 |
Fair value | 0.40 |
Intrinsic value | n.a. |
Break-even | 20'942.95 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
UBS | 27.35 |
ABB Ltd | 50.32 |
Givaudan | 4'325.00 |
Swiss Life Hldg | 636.20 |
ZURICH INSURANCE | 473.30 |
Name | Price |
---|---|
NOVARTIS N | 93.74 |
Compagnie Financi... | 142.15 |
ROCHE GS | 244.90 |
SONOVA HLDG N | 275.30 |
Lonza Group | 477.70 |