Last price paid | 0.14 | |
Change | +7.69% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 21.06.2024 17:20 |
Fixing | 21.03.2025 |
Settlement date | 24.04.2024 |
Last trading | 21.03.2025 |
Final fixing | 21.03.2025 |
Currency redemption | CHF |
Perf. since issue | -34.09% |
Year to date (YTD) | n.a. |
1 month | +7.69% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.22 |
Underlying price on issue | 92.51 |
Premium | 0.09% |
Premium p.a. | 0.12% |
Leverage | 9.36 |
Implied volatility | 0.18 |
ISIN | CH1305152212 |
Symbol | NES7DZ |
Security | 130515221 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.03.2025 |
Underlying | Nestlé N, CH0038863350 |
Underlying ISIN | CH0038863350 |
Strike | 88.00 |
C/P type | put |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 17.04.2024 |
Premium | 9.18% |
Premium p.a. | 11.96% |
Leverage | 32.31 |
Implied volatility | 17.91% |
Moneyness | out-of-the-money |
Leverage | 9.3558 |
Delta | -0.2896 |
Gamma | 0.0012 |
Theta | -0.0004 |
Rho | -0.0115 |
Vega | 0.0140 |
Fair value | 0.15 |
Intrinsic value | n.a. |
Break-even | 85.10 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 252.80 |
Swiss Life Hldg | 653.80 |
SWISSCOM N | 500.00 |
Givaudan | 4'314.00 |
NOVARTIS N | 93.99 |
Name | Price |
---|---|
Holcim | 78.70 |
UBS | 27.03 |
ABB Ltd | 49.79 |
Partners Group Ho... | 1'154.00 |
Sika AG | 255.40 |