Last price paid | 0.24 | |
Change | -4.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 23.09.2024 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 | -70.25% |
Year to date (YTD) | n.a. |
1 month | -20.00% |
3 months | -40.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.79 |
Underlying price on issue | 579.67 |
Premium | 0.19% |
Premium p.a. | 0.37% |
Leverage | 5.38 |
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 | 19.09% |
Premium p.a. | 37.45% |
Leverage | 25.50 |
Implied volatility | 39.83% |
Moneyness | out-of-the-money |
Leverage | 5.3759 |
Delta | -0.2108 |
Gamma | 0.0000 |
Theta | -0.0011 |
Rho | -0.0076 |
Vega | 0.0124 |
Fair value | 0.24 |
Intrinsic value | n.a. |
Break-even | 572.27 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Nestlé SA | 82.88 |
Alcon AG | 83.18 |
ZURICH INSURANCE | 512.60 |
Givaudan | 4'537.00 |
Lonza Group | 534.60 |
Name | Price |
---|---|
SONOVA HLDG N | 288.00 |
Swiss Re | 115.70 |
Compagnie Financi... | 114.10 |
Holcim | 83.00 |
KUEHNE & NAGEL | 231.40 |