Last price paid | 0.12 | |
Change | -14.29% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 19.06.2024 17:20 |
Fixing | 19.07.2024 |
Settlement date | 21.05.2024 |
Last trading | 19.07.2024 |
Final fixing | 19.07.2024 |
Currency redemption | CHF |
Perf. since issue | -61.36% |
Year to date (YTD) | n.a. |
1 month | -53.85% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.22 |
Underlying price on issue | 95.01 |
Premium | 0.03% |
Premium p.a. | 0.32% |
Leverage | 36.40 |
Implied volatility | 0.14 |
ISIN | CH1338501302 |
Symbol | NESDHZ |
Security | 133850130 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 26.07.2024 |
Underlying | Nestlé N, CH0038863350 |
Underlying ISIN | CH0038863350 |
Strike | 96.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 13.05.2024 |
Premium | 3.08% |
Premium p.a. | 32.08% |
Leverage | 110.54 |
Implied volatility | 13.89% |
Moneyness | out-of-the-money |
Leverage | 36.3993 |
Delta | 0.3293 |
Gamma | 0.0089 |
Theta | -0.0022 |
Rho | 0.0029 |
Vega | 0.0105 |
Fair value | 0.09 |
Intrinsic value | n.a. |
Break-even | 96.85 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 251.10 |
NOVARTIS N | 94.12 |
Swiss Life Hldg | 651.40 |
SWISSCOM N | 498.20 |
ZURICH INSURANCE | 483.10 |
Name | Price |
---|---|
Holcim | 78.24 |
ABB Ltd | 49.68 |
UBS | 27.27 |
Partners Group Ho... | 1'154.00 |
Sika AG | 255.60 |