Last price paid | 0.40 | |
Change | -4.76% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 02.07.2024 17:20 |
Fixing | 21.03.2025 |
Settlement date | 14.05.2024 |
Last trading | 21.03.2025 |
Final fixing | 21.03.2025 |
Currency redemption | CHF |
Perf. since issue | -50.00% |
Year to date (YTD) | n.a. |
1 month | -25.93% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.79 |
Underlying price on issue | 579.67 |
Premium | 0.18% |
Premium p.a. | 0.25% |
Leverage | 3.99 |
Implied volatility | 0.40 |
ISIN | CH1338499010 |
Symbol | NFLCOZ |
Security | 133849901 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.03.2025 |
Underlying | Netflix Rg, US64110L1061 |
Underlying ISIN | US64110L1061 |
Strike | 600.00 |
C/P type | put |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 100 |
Value day | 06.05.2024 |
Premium | 18.23% |
Premium p.a. | 24.82% |
Leverage | 15.51 |
Implied volatility | 40.34% |
Moneyness | out-of-the-money |
Leverage | 3.9881 |
Delta | -0.2571 |
Gamma | 0.0000 |
Theta | -0.0010 |
Rho | -0.0145 |
Vega | 0.0169 |
Fair value | 0.40 |
Intrinsic value | n.a. |
Break-even | 556.16 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 496.90 |
KUEHNE & NAGEL | 269.20 |
Holcim | 79.78 |
GEBERIT N | 538.60 |
Partners Group Ho... | 1'186.50 |
Name | Price |
---|---|
Swiss Life Hldg | 652.80 |
ROCHE GS | 246.00 |
Alcon AG | 79.48 |
ZURICH INSURANCE | 473.00 |
Swiss Re | 107.10 |