Last price paid | 0.20 | |
Change | +11.11% [ +0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 22.05.2024 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 | -54.65% |
Year to date (YTD) | n.a. |
1 month | +110.53% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.43 |
Underlying price on issue | 18'339.71 |
Premium | 0.10% |
Premium p.a. | 0.29% |
Leverage | 20.72 |
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 | 9.98% |
Premium p.a. | 28.92% |
Leverage | 88.31 |
Implied volatility | 14.65% |
Moneyness | out-of-the-money |
Leverage | 20.7152 |
Delta | 0.2346 |
Gamma | 0.0000 |
Theta | -0.0024 |
Rho | 0.0122 |
Vega | 0.0311 |
Fair value | 0.20 |
Intrinsic value | n.a. |
Break-even | 20'713.25 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'233.50 |
Holcim | 80.24 |
Swiss Life Hldg | 630.80 |
KUEHNE & NAGEL | 245.80 |
UBS | 28.16 |
Name | Price |
---|---|
NOVARTIS N | 91.74 |
SONOVA HLDG N | 294.20 |
Nestlé SA | 92.42 |
Alcon AG | 82.02 |
ROCHE GS | 230.40 |