Last price paid | 0.03 | |
Change | -14.29% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 19.06.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 14.05.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -58.33% |
Year to date (YTD) | n.a. |
1 month | -62.50% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.06 |
Underlying price on issue | 13.60 |
Premium | 0.57% |
Premium p.a. | 1.04% |
Leverage | 6.65 |
Implied volatility | 0.46 |
ISIN | CH1338497626 |
Symbol | NDXLBZ |
Security | 133849762 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Nordex, DE000A0D6554 |
Underlying ISIN | DE000A0D6554 |
Strike | 19.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 10 |
Value day | 06.05.2024 |
Premium | 57.25% |
Premium p.a. | 103.96% |
Leverage | 46.55 |
Implied volatility | 45.64% |
Moneyness | out-of-the-money |
Leverage | 6.6468 |
Delta | 0.1428 |
Gamma | 0.0057 |
Theta | -0.0002 |
Rho | 0.0008 |
Vega | 0.0019 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 19.26 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 261.40 |
NOVARTIS N | 93.92 |
Holcim | 81.50 |
ROCHE GS | 249.80 |
ZURICH INSURANCE | 482.70 |
Name | Price |
---|---|
GEBERIT N | 537.20 |
Givaudan | 4'275.00 |
LOGITECH INT. | 87.26 |
Lonza Group | 473.40 |
ABB Ltd | 50.84 |