Last price paid | 0.41 | |
Change | -6.82% [ -0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 23.09.2024 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 | -65.97% |
Year to date (YTD) | n.a. |
1 month | -14.58% |
3 months | -19.61% |
1 year | n.a. |
3 years | n.a. |
Issue price | 1.19 |
Underlying price on issue | 18'127.22 |
Premium | 0.12% |
Premium p.a. | 0.23% |
Leverage | 9.04 |
Implied volatility | 0.25 |
ISIN | CH1305150901 |
Symbol | NDX6ZZ |
Security | 130515090 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.03.2025 |
Underlying | NASDAQ 100, US6311011026 |
Underlying ISIN | US6311011026 |
Strike | 18'000.00 |
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 | 11.81% |
Premium p.a. | 23.17% |
Leverage | 41.57 |
Implied volatility | 24.79% |
Moneyness | out-of-the-money |
Leverage | 9.0447 |
Delta | -0.2176 |
Gamma | 0.0000 |
Theta | -0.0018 |
Rho | -0.0229 |
Vega | 0.0354 |
Fair value | 0.41 |
Intrinsic value | n.a. |
Break-even | 17'522.10 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Nestlé SA | 82.88 |
Alcon AG | 83.18 |
ZURICH INSURANCE | 512.60 |
Givaudan | 4'537.00 |
Lonza Group | 534.60 |
Name | Price |
---|---|
SONOVA HLDG N | 288.00 |
Swiss Re | 115.70 |
Compagnie Financi... | 114.10 |
Holcim | 83.00 |
KUEHNE & NAGEL | 231.40 |