Last price paid | 0.37 | |
Change | -2.63% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 06.06.2024 17:20 |
Fixing | 21.03.2025 |
Settlement date | 02.05.2024 |
Last trading | 21.03.2025 |
Final fixing | 21.03.2025 |
Currency redemption | CHF |
Perf. since issue | -55.49% |
Year to date (YTD) | n.a. |
1 month | -35.09% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.82 |
Underlying price on issue | 17'567.86 |
Premium | 0.15% |
Premium p.a. | 0.19% |
Leverage | 7.81 |
Implied volatility | 0.24 |
ISIN | CH1305152691 |
Symbol | NDXS1Z |
Security | 130515269 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.03.2025 |
Underlying | NASDAQ 100, US6311011026 |
Underlying ISIN | US6311011026 |
Strike | 16'500.00 |
C/P type | put |
Subscription ratio | 1'000.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 1000 |
Value day | 24.04.2024 |
Premium | 15.29% |
Premium p.a. | 18.99% |
Leverage | 46.66 |
Implied volatility | 24.17% |
Moneyness | out-of-the-money |
Leverage | 7.8127 |
Delta | -0.1674 |
Gamma | 0.0000 |
Theta | -0.0011 |
Rho | -0.0298 |
Vega | 0.0383 |
Fair value | 0.37 |
Intrinsic value | n.a. |
Break-even | 16'092.84 |
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 |