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 |
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 | -5.81% |
Year to date (YTD) | n.a. |
1 month | +95.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.43 |
Underlying price on issue | 18'339.71 |
Premium | 0.06% |
Premium p.a. | 0.25% |
Leverage | 17.34 |
Implied volatility | 0.17 |
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 | 6.34% |
Premium p.a. | 24.90% |
Leverage | 43.68 |
Implied volatility | 16.88% |
Moneyness | out-of-the-money |
Leverage | 17.3420 |
Delta | 0.3971 |
Gamma | 0.0000 |
Theta | -0.0041 |
Rho | 0.0162 |
Vega | 0.0344 |
Fair value | 0.41 |
Intrinsic value | n.a. |
Break-even | 20'951.07 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 263.30 |
Lonza Group | 493.30 |
Sika AG | 261.00 |
SONOVA HLDG N | 274.30 |
NOVARTIS N | 96.52 |
Name | Price |
---|---|
Compagnie Financi... | 142.55 |
SWISSCOM N | 502.50 |
ZURICH INSURANCE | 482.60 |
Swiss Re | 111.85 |
ROCHE GS | 252.20 |