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 | -31.25% |
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 | 0.06% |
Premium p.a. | 0.09% |
Leverage | 7.39 |
Implied volatility | 0.22 |
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 | 6.11% |
Premium p.a. | 9.29% |
Leverage | 20.46 |
Implied volatility | 22.06% |
Moneyness | out-of-the-money |
Leverage | 7.3934 |
Delta | -0.3614 |
Gamma | 0.0000 |
Theta | -0.0013 |
Rho | -0.0461 |
Vega | 0.0513 |
Fair value | 0.83 |
Intrinsic value | n.a. |
Break-even | 18'059.93 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'189.00 |
Givaudan | 4'304.00 |
ABB Ltd | 48.71 |
SONOVA HLDG N | 269.30 |
Lonza Group | 584.80 |
Name | Price |
---|---|
Swiss Re | 108.70 |
Sika AG | 268.90 |
UBS | 26.69 |
ROCHE GS | 285.40 |
SWISSCOM N | 538.50 |