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Price data

  Bid Ask
Price 0.40 0.41
Volume 275'000.00 275'000.00
Date/time 26.06.24 11:55 26.06.24 11:55

Current data

Last price paid 0.39
Change -9.30% [ -0.04 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 24.06.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date02.04.2024
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -3.49%
Year to date (YTD) n.a.
1 month +95.00%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.43
Underlying price on issue18'339.71
Premium0.06%
Premium p.a.0.25%
Leverage17.01
Implied volatility0.17

Reference data

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

Key figures

Premium 6.40%
Premium p.a. 25.13%
Leverage 42.60
Implied volatility 17.18%
Moneyness out-of-the-money
Leverage 17.0118
Delta 0.3994
Gamma 0.0000
Theta -0.0042
Rho 0.0163
Vega 0.0345
Fair value 0.42
Intrinsic value n.a.
Break-even 20'962.51
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

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