Last price paid | 1.05 | |
Change | -10.26% [ -0.12 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 21.06.2024 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 | +77.12% |
Year to date (YTD) | n.a. |
1 month | n.a. |
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. | 0.12% |
Leverage | 12.57 |
Implied volatility | 0.19 |
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 | 2.12% |
Premium p.a. | 12.30% |
Leverage | 16.89 |
Implied volatility | 18.69% |
Moneyness | in-the-money |
Leverage | 12.5683 |
Delta | 0.7440 |
Gamma | 0.0000 |
Theta | -0.0053 |
Rho | 0.0217 |
Vega | 0.0236 |
Fair value | 0.37 |
Intrinsic value | n.a. |
Break-even | 20'169.07 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 252.80 |
Swiss Life Hldg | 653.80 |
SWISSCOM N | 500.00 |
Givaudan | 4'314.00 |
NOVARTIS N | 93.99 |
Name | Price |
---|---|
Holcim | 78.70 |
UBS | 27.03 |
ABB Ltd | 49.79 |
Partners Group Ho... | 1'154.00 |
Sika AG | 255.40 |