Last price paid | 0.035 | |
Change | -12.50% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 13.06.2024 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 | -50.00% |
Year to date (YTD) | n.a. |
1 month | -58.82% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.06 |
Underlying price on issue | 13.60 |
Premium | 0.56% |
Premium p.a. | 1.02% |
Leverage | 6.27 |
Implied volatility | 0.47 |
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 | 56.40% |
Premium p.a. | 102.43% |
Leverage | 39.09 |
Implied volatility | 47.40% |
Moneyness | out-of-the-money |
Leverage | 6.2735 |
Delta | 0.1605 |
Gamma | 0.0059 |
Theta | -0.0003 |
Rho | 0.0009 |
Vega | 0.0021 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 19.32 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Holcim | 81.54 |
ROCHE GS | 249.80 |
ZURICH INSURANCE | 483.20 |
NOVARTIS N | 93.83 |
KUEHNE & NAGEL | 260.70 |
Name | Price |
---|---|
Givaudan | 4'261.00 |
GEBERIT N | 540.20 |
Nestlé SA | 94.32 |
LOGITECH INT. | 87.50 |
ABB Ltd | 50.92 |