Last price paid | 1.38 | |
Change | +11.29% [ +0.14 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 05.07.2024 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 | +134.75% |
Year to date (YTD) | n.a. |
1 month | +150.91% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.59 |
Underlying price on issue | 18'689.18 |
Premium | 0.01% |
Premium p.a. | 0.07% |
Leverage | 11.94 |
Implied volatility | 0.16 |
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 | 0.93% |
Premium p.a. | 6.93% |
Leverage | 13.19 |
Implied volatility | 16.15% |
Moneyness | in-the-money |
Leverage | 11.9415 |
Delta | 0.9054 |
Gamma | 0.0000 |
Theta | -0.0041 |
Rho | 0.0218 |
Vega | 0.0113 |
Fair value | 0.17 |
Intrinsic value | n.a. |
Break-even | 20'543.30 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'217.00 |
Lonza Group | 502.20 |
Swiss Life Hldg | 659.40 |
ROCHE GS | 243.30 |
SWISSCOM N | 511.50 |
Name | Price |
---|---|
SONOVA HLDG N | 275.80 |
ABB Ltd | 49.73 |
LOGITECH INT. | 84.60 |
Givaudan | 4'257.00 |
KUEHNE & NAGEL | 264.10 |