Last price paid | 0.71 | |
Change | +26.79% [ +0.15 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | 60'000.00 Unit | |
Date/time | 31.05.2024 17:15 |
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 | +54.26% |
Year to date (YTD) | n.a. |
1 month | +31.48% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.47 |
Underlying price on issue | 92.51 |
Premium | 0.04% |
Premium p.a. | 0.06% |
Leverage | 8.83 |
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 | 3.86% |
Premium p.a. | 6.41% |
Leverage | 13.18 |
Implied volatility | 16.27% |
Moneyness | in-the-money |
Leverage | 8.8282 |
Delta | 0.6698 |
Gamma | 0.0030 |
Theta | -0.0012 |
Rho | 0.0342 |
Vega | 0.0269 |
Fair value | 0.37 |
Intrinsic value | n.a. |
Break-even | 99.25 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 114.70 |
NOVARTIS N | 93.17 |
KUEHNE & NAGEL | 255.50 |
SWISSCOM N | 498.20 |
Nestlé SA | 95.56 |
Name | Price |
---|---|
Sika AG | 272.90 |
GEBERIT N | 550.40 |
Holcim | 78.78 |
Lonza Group | 486.40 |
Partners Group Ho... | 1'206.00 |