Last price paid | 0.38 | |
Change | -2.56% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 19.06.2024 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 | +19.64% |
Year to date (YTD) | n.a. |
1 month | -13.64% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.28 |
Underlying price on issue | 92.51 |
Premium | 0.05% |
Premium p.a. | 0.07% |
Leverage | 8.55 |
Implied volatility | 0.16 |
ISIN | CH1305152204 |
Symbol | NESC2Z |
Security | 130515220 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.03.2025 |
Underlying | Nestlé N, CH0038863350 |
Underlying ISIN | CH0038863350 |
Strike | 92.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 17.04.2024 |
Premium | 5.36% |
Premium p.a. | 6.99% |
Leverage | 13.98 |
Implied volatility | 16.11% |
Moneyness | in-the-money |
Leverage | 8.5526 |
Delta | 0.6117 |
Gamma | 0.0014 |
Theta | -0.0006 |
Rho | 0.0194 |
Vega | 0.0157 |
Fair value | 0.25 |
Intrinsic value | n.a. |
Break-even | 98.70 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 251.40 |
NOVARTIS N | 94.14 |
Swiss Life Hldg | 651.60 |
SWISSCOM N | 498.00 |
ZURICH INSURANCE | 483.00 |
Name | Price |
---|---|
Holcim | 78.26 |
ABB Ltd | 49.67 |
UBS | 27.28 |
Partners Group Ho... | 1'153.50 |
Sika AG | 255.30 |