Last price paid | 0.36 | |
Change | -7.69% [ -0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 03.07.2024 17:20 |
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 | -65.20% |
Year to date (YTD) | n.a. |
1 month | -42.86% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 1.02 |
Underlying price on issue | 18'127.22 |
Premium | 0.15% |
Premium p.a. | 0.20% |
Leverage | 8.38 |
Implied volatility | 0.24 |
ISIN | CH1305150893 |
Symbol | NDXP2Z |
Security | 130515089 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.03.2025 |
Underlying | NASDAQ 100, US6311011026 |
Underlying ISIN | US6311011026 |
Strike | 17'500.00 |
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 | 14.90% |
Premium p.a. | 20.29% |
Leverage | 51.01 |
Implied volatility | 23.88% |
Moneyness | out-of-the-money |
Leverage | 8.3762 |
Delta | -0.1642 |
Gamma | 0.0000 |
Theta | -0.0012 |
Rho | -0.0281 |
Vega | 0.0384 |
Fair value | 0.36 |
Intrinsic value | n.a. |
Break-even | 17'105.91 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 496.90 |
KUEHNE & NAGEL | 269.20 |
Holcim | 79.78 |
GEBERIT N | 538.60 |
Partners Group Ho... | 1'186.50 |
Name | Price |
---|---|
Swiss Life Hldg | 652.80 |
ROCHE GS | 246.00 |
Alcon AG | 79.48 |
ZURICH INSURANCE | 473.00 |
Swiss Re | 107.10 |