Last price paid | 0.20 | |
Change | +5.26% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | 55'000.00 Unit | |
Date/time | 11.07.2024 17:15 |
Fixing | 21.03.2025 |
Settlement date | 15.04.2024 |
Last trading | 21.03.2025 |
Final fixing | 21.03.2025 |
Currency redemption | CHF |
Perf. since issue | -69.05% |
Year to date (YTD) | n.a. |
1 month | -33.33% |
3 months | -63.64% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.63 |
Underlying price on issue | 18'127.47 |
Premium | 0.23% |
Premium p.a. | 0.32% |
Leverage | 8.45 |
Implied volatility | 0.27 |
ISIN | CH1305150877 |
Symbol | NDX6UZ |
Security | 130515087 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.03.2025 |
Underlying | NASDAQ 100, US6311011026 |
Underlying ISIN | US6311011026 |
Strike | 16'000.00 |
C/P type | put |
Subscription ratio | 1'000.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 1000 |
Value day | 08.04.2024 |
Premium | 22.76% |
Premium p.a. | 32.07% |
Leverage | 93.71 |
Implied volatility | 27.46% |
Moneyness | out-of-the-money |
Leverage | 8.4497 |
Delta | -0.0902 |
Gamma | 0.0000 |
Theta | -0.0011 |
Rho | -0.0167 |
Vega | 0.0250 |
Fair value | 0.20 |
Intrinsic value | n.a. |
Break-even | 15'781.97 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 51.84 |
Partners Group Ho... | 1'245.50 |
Sika AG | 265.50 |
LOGITECH INT. | 82.80 |
Compagnie Financi... | 143.00 |
Name | Price |
---|---|
KUEHNE & NAGEL | 257.90 |
Lonza Group | 518.00 |
Swiss Life Hldg | 676.20 |
SWISSCOM N | 525.50 |
SONOVA HLDG N | 277.30 |