Last price paid | 0.42 | |
Change | +5.00% [ +0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | 7'500.00 Unit | |
Date/time | 29.07.2024 17:15 |
Fixing | 16.08.2024 |
Settlement date | 30.05.2024 |
Last trading | 16.08.2024 |
Final fixing | 16.08.2024 |
Currency redemption | CHF |
Perf. since issue | -31.36% |
Year to date (YTD) | n.a. |
1 month | -60.38% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.59 |
Underlying price on issue | 18'689.18 |
Premium | 0.02% |
Premium p.a. | 0.33% |
Leverage | 22.73 |
Implied volatility | 0.21 |
ISIN | CH1338505501 |
Symbol | NDXM1Z |
Security | 133850550 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 23.08.2024 |
Underlying | NASDAQ 100, US6311011026 |
Underlying ISIN | US6311011026 |
Strike | 19'000.00 |
C/P type | call |
Subscription ratio | 1'000.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 1000 |
Value day | 22.05.2024 |
Premium | 2.29% |
Premium p.a. | 33.39% |
Leverage | 41.60 |
Implied volatility | 20.68% |
Moneyness | in-the-money |
Leverage | 22.7302 |
Delta | 0.5464 |
Gamma | 0.0000 |
Theta | -0.0085 |
Rho | 0.0060 |
Vega | 0.0175 |
Fair value | 0.39 |
Intrinsic value | n.a. |
Break-even | 19'457.28 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 270.60 |
Sika AG | 263.70 |
NOVARTIS N | 98.07 |
Givaudan | 4'221.00 |
SWISSCOM N | 536.00 |
Name | Price |
---|---|
Holcim | 81.34 |
Compagnie Financi... | 133.40 |
Lonza Group | 575.20 |
ABB Ltd | 47.77 |
Partners Group Ho... | 1'169.00 |