Last price paid | 0.31 | |
Change | -8.82% [ -0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 24.09.2024 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 | +38.64% |
Year to date (YTD) | n.a. |
1 month | +82.35% |
3 months | +121.43% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.22 |
Underlying price on issue | 92.51 |
Premium | 0.02% |
Premium p.a. | 0.05% |
Leverage | 8.32 |
Implied volatility | 0.17 |
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 | 2.50% |
Premium p.a. | 4.93% |
Leverage | 13.77 |
Implied volatility | 17.16% |
Moneyness | in-the-money |
Leverage | 8.3213 |
Delta | -0.6043 |
Gamma | 0.0019 |
Theta | -0.0004 |
Rho | -0.0144 |
Vega | 0.0115 |
Fair value | 0.11 |
Intrinsic value | n.a. |
Break-even | 81.90 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 118.75 |
SONOVA HLDG N | 292.70 |
Swiss Re | 117.30 |
Nestlé SA | 84.00 |
KUEHNE & NAGEL | 233.90 |
Name | Price |
---|---|
NOVARTIS N | 98.50 |
Lonza Group | 534.00 |
Holcim | 83.00 |
LOGITECH INT. | 72.70 |
Alcon AG | 83.28 |