Last price paid | 0.11 | |
Change | -15.38% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 04.06.2024 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 | -52.27% |
Year to date (YTD) | n.a. |
1 month | -42.11% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.22 |
Underlying price on issue | 92.51 |
Premium | 0.12% |
Premium p.a. | 0.15% |
Leverage | 9.79 |
Implied volatility | 0.19 |
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 | 12.36% |
Premium p.a. | 15.35% |
Leverage | 46.68 |
Implied volatility | 18.55% |
Moneyness | out-of-the-money |
Leverage | 9.7895 |
Delta | -0.2097 |
Gamma | 0.0009 |
Theta | -0.0004 |
Rho | -0.0091 |
Vega | 0.0127 |
Fair value | 0.11 |
Intrinsic value | n.a. |
Break-even | 85.90 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 242.60 |
Compagnie Financi... | 150.10 |
Swiss Re | 113.65 |
Holcim | 79.98 |
Alcon AG | 82.16 |
Name | Price |
---|---|
Partners Group Ho... | 1'165.00 |
Lonza Group | 500.20 |
Sika AG | 270.90 |
GEBERIT N | 550.80 |
SWISSCOM N | 503.50 |