Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 06.09.2024 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 | -97.79% |
Year to date (YTD) | n.a. |
1 month | -78.57% |
3 months | -93.18% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.43 |
Underlying price on issue | 18'339.71 |
Premium | 0.03% |
Premium p.a. | 1.76% |
Leverage | 112.11 |
Implied volatility | 0.15 |
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 | 3.38% |
Premium p.a. | 176.45% |
Leverage | 1'772.20 |
Implied volatility | 14.94% |
Moneyness | out-of-the-money |
Leverage | 112.1110 |
Delta | 0.0633 |
Gamma | 0.0000 |
Theta | -0.0032 |
Rho | 0.0002 |
Vega | 0.0029 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 20'511.20 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 134.65 |
Alcon AG | 84.66 |
SONOVA HLDG N | 302.80 |
Sika AG | 281.60 |
Partners Group Ho... | 1'269.00 |
Name | Price |
---|---|
Holcim | 83.18 |
ABB Ltd | 49.37 |
ZURICH INSURANCE | 512.80 |
Lonza Group | 538.40 |
SWISSCOM N | 552.50 |