Last price paid | 0.90 | |
Change | +4.65% [ +0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 06.06.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 24.04.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | +88.30% |
Year to date (YTD) | n.a. |
1 month | +83.67% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.47 |
Underlying price on issue | 92.51 |
Premium | 0.03% |
Premium p.a. | 0.05% |
Leverage | 8.35 |
Implied volatility | 0.16 |
ISIN | CH1305152196 |
Symbol | NESL1Z |
Security | 130515219 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Nestlé N, CH0038863350 |
Underlying ISIN | CH0038863350 |
Strike | 92.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 17.04.2024 |
Premium | 2.72% |
Premium p.a. | 4.66% |
Leverage | 11.09 |
Implied volatility | 15.57% |
Moneyness | in-the-money |
Leverage | 8.3503 |
Delta | 0.7527 |
Gamma | 0.0027 |
Theta | -0.0011 |
Rho | 0.0380 |
Vega | 0.0237 |
Fair value | 0.27 |
Intrinsic value | n.a. |
Break-even | 100.85 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 243.00 |
Compagnie Financi... | 150.80 |
Holcim | 80.34 |
Alcon AG | 82.42 |
Swiss Re | 113.75 |
Name | Price |
---|---|
Partners Group Ho... | 1'166.00 |
Lonza Group | 501.40 |
Sika AG | 271.10 |
GEBERIT N | 551.20 |
SWISSCOM N | 503.50 |