Last price paid | 0.025 | |
Change | -16.67% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 21.06.2024 17:20 |
Fixing | 19.07.2024 |
Settlement date | 13.05.2024 |
Last trading | 19.07.2024 |
Final fixing | 19.07.2024 |
Currency redemption | CHF |
Perf. since issue | -66.67% |
Year to date (YTD) | n.a. |
1 month | -70.59% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.06 |
Underlying price on issue | 91.95 |
Premium | 0.07% |
Premium p.a. | 0.70% |
Leverage | 46.71 |
Implied volatility | 0.15 |
ISIN | CH1338496321 |
Symbol | NESMYZ |
Security | 133849632 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 26.07.2024 |
Underlying | Nestlé N, CH0038863350 |
Underlying ISIN | CH0038863350 |
Strike | 100.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 03.05.2024 |
Premium | 6.75% |
Premium p.a. | 70.44% |
Leverage | 469.30 |
Implied volatility | 15.20% |
Moneyness | out-of-the-money |
Leverage | 46.7121 |
Delta | 0.0995 |
Gamma | 0.0039 |
Theta | -0.0011 |
Rho | 0.0009 |
Vega | 0.0050 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 100.20 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 252.80 |
Swiss Life Hldg | 653.80 |
SWISSCOM N | 500.00 |
Givaudan | 4'314.00 |
NOVARTIS N | 93.99 |
Name | Price |
---|---|
Holcim | 78.70 |
UBS | 27.03 |
ABB Ltd | 49.79 |
Partners Group Ho... | 1'154.00 |
Sika AG | 255.40 |