Last price paid | 0.55 | |
Change | 0.00% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 18.06.2024 17:20 |
Fixing | 20.06.2025 |
Settlement date | 14.05.2024 |
Last trading | 20.06.2025 |
Final fixing | 20.06.2025 |
Currency redemption | CHF |
Perf. since issue | +74.24% |
Year to date (YTD) | n.a. |
1 month | +41.03% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.33 |
Underlying price on issue | 579.67 |
Premium | 0.32% |
Premium p.a. | 0.31% |
Leverage | 4.42 |
Implied volatility | 0.38 |
ISIN | CH1338499200 |
Symbol | NFL87Z |
Security | 133849920 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.06.2025 |
Underlying | Netflix Rg, US64110L1061 |
Underlying ISIN | US64110L1061 |
Strike | 840.00 |
C/P type | call |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 100 |
Value day | 06.05.2024 |
Premium | 31.99% |
Premium p.a. | 31.20% |
Leverage | 10.55 |
Implied volatility | 37.81% |
Moneyness | out-of-the-money |
Leverage | 4.4196 |
Delta | 0.4190 |
Gamma | 0.0000 |
Theta | -0.0015 |
Rho | 0.0201 |
Vega | 0.0240 |
Fair value | 0.58 |
Intrinsic value | n.a. |
Break-even | 905.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Holcim | 81.46 |
ROCHE GS | 249.60 |
ZURICH INSURANCE | 482.80 |
KUEHNE & NAGEL | 260.40 |
NOVARTIS N | 93.60 |
Name | Price |
---|---|
Givaudan | 4'250.00 |
GEBERIT N | 539.80 |
Lonza Group | 473.40 |
Partners Group Ho... | 1'149.00 |
Alcon AG | 78.30 |