Last price paid | 0.95 | |
Change | +5.56% [ +0.05 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 30.07.2024 17:20 |
Fixing | 21.03.2025 |
Settlement date | 30.05.2024 |
Last trading | 21.03.2025 |
Final fixing | 21.03.2025 |
Currency redemption | CHF |
Perf. since issue | -25.42% |
Year to date (YTD) | n.a. |
1 month | +35.71% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 1.20 |
Underlying price on issue | 18'689.43 |
Premium | 0.04% |
Premium p.a. | 0.07% |
Leverage | 7.57 |
Implied volatility | 0.20 |
ISIN | CH1338505535 |
Symbol | NDXIBZ |
Security | 133850553 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.03.2025 |
Underlying | NASDAQ 100, US6311011026 |
Underlying ISIN | US6311011026 |
Strike | 19'000.00 |
C/P type | put |
Subscription ratio | 1'000.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 1000 |
Value day | 22.05.2024 |
Premium | 4.32% |
Premium p.a. | 6.57% |
Leverage | 18.50 |
Implied volatility | 20.50% |
Moneyness | in-the-money |
Leverage | 7.5654 |
Delta | -0.4089 |
Gamma | 0.0000 |
Theta | -0.0011 |
Rho | -0.0499 |
Vega | 0.0522 |
Fair value | 0.72 |
Intrinsic value | n.a. |
Break-even | 17'984.05 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Nestlé SA | 90.14 |
Sika AG | 272.30 |
ABB Ltd | 48.55 |
KUEHNE & NAGEL | 275.20 |
Partners Group Ho... | 1'182.00 |
Name | Price |
---|---|
NOVARTIS N | 98.41 |
ZURICH INSURANCE | 484.10 |
ROCHE GS | 285.50 |
SWISSCOM N | 538.50 |
UBS | 26.70 |