Last price paid | 1.01 | |
Change | +5.21% [ +0.05 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 27.06.2024 17:20 |
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 | +72.03% |
Year to date (YTD) | n.a. |
1 month | +80.36% |
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. | 0.13% |
Leverage | 12.80 |
Implied volatility | 0.20 |
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 | 2.10% |
Premium p.a. | 13.45% |
Leverage | 17.44 |
Implied volatility | 19.57% |
Moneyness | in-the-money |
Leverage | 12.7982 |
Delta | 0.7339 |
Gamma | 0.0000 |
Theta | -0.0057 |
Rho | 0.0194 |
Vega | 0.0230 |
Fair value | 0.37 |
Intrinsic value | n.a. |
Break-even | 20'130.54 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Holcim | 79.36 |
Swiss Life Hldg | 658.40 |
SONOVA HLDG N | 275.90 |
ROCHE GS | 250.40 |
UBS | 26.37 |
Name | Price |
---|---|
KUEHNE & NAGEL | 257.00 |
Nestlé SA | 92.14 |
GEBERIT N | 537.20 |
SWISSCOM N | 499.80 |
NOVARTIS N | 95.45 |