Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 07.08.2024 17:20 |
Fixing | 16.08.2024 |
Settlement date | 29.05.2024 |
Last trading | 16.08.2024 |
Final fixing | 16.08.2024 |
Currency redemption | CHF |
Perf. since issue | -96.43% |
Year to date (YTD) | n.a. |
1 month | -82.35% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.28 |
Underlying price on issue | 95.14 |
Premium | 0.08% |
Premium p.a. | 1.90% |
Leverage | 52.78 |
Implied volatility | 0.23 |
ISIN | CH1338504405 |
Symbol | NESQ0Z |
Security | 133850440 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 23.08.2024 |
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 | 22.05.2024 |
Premium | 7.81% |
Premium p.a. | 189.99% |
Leverage | 891.40 |
Implied volatility | 22.76% |
Moneyness | out-of-the-money |
Leverage | 52.7773 |
Delta | 0.0592 |
Gamma | 0.0028 |
Theta | -0.0016 |
Rho | 0.0002 |
Vega | 0.0021 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 96.10 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 103.15 |
ABB Ltd | 45.23 |
ROCHE GS | 275.60 |
Compagnie Financi... | 125.95 |
SONOVA HLDG N | 282.20 |
Name | Price |
---|---|
ZURICH INSURANCE | 459.30 |
KUEHNE & NAGEL | 252.80 |
NOVARTIS N | 96.11 |
Lonza Group | 558.20 |
LOGITECH INT. | 73.62 |