Last price paid | 0.72 | |
Change | -1.37% [ -0.01 ] | |
Last traded volume | 5'000.00 Unit | |
Cumulative volume | 5'000.00 Unit | |
Date/time | 22.05.2024 09:54 |
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 | -39.92% |
Year to date (YTD) | n.a. |
1 month | -45.11% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 1.19 |
Underlying price on issue | 18'127.22 |
Premium | 0.08% |
Premium p.a. | 0.09% |
Leverage | 7.12 |
Implied volatility | 0.22 |
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 | 7.99% |
Premium p.a. | 9.41% |
Leverage | 23.95 |
Implied volatility | 21.61% |
Moneyness | out-of-the-money |
Leverage | 7.1199 |
Delta | -0.2973 |
Gamma | 0.0000 |
Theta | -0.0010 |
Rho | -0.0513 |
Vega | 0.0546 |
Fair value | 0.72 |
Intrinsic value | n.a. |
Break-even | 17'218.55 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 289.10 |
Alcon AG | 82.56 |
LOGITECH INT. | 85.38 |
GEBERIT N | 559.80 |
Swiss Re | 110.60 |
Name | Price |
---|---|
Swiss Life Hldg | 618.60 |
Compagnie Financi... | 141.20 |
ABB Ltd | 47.84 |
ROCHE GS | 232.70 |
NOVARTIS N | 93.35 |