Last price paid | 0.68 | |
Change | 0.00% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | 6'000.00 Unit | |
Date/time | 19.06.2024 17:15 |
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 | -43.75% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 1.20 |
Underlying price on issue | 18'689.43 |
Premium | 0.08% |
Premium p.a. | 0.11% |
Leverage | 7.51 |
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 | 8.47% |
Premium p.a. | 11.00% |
Leverage | 26.29 |
Implied volatility | 21.94% |
Moneyness | out-of-the-money |
Leverage | 7.5098 |
Delta | -0.2856 |
Gamma | 0.0000 |
Theta | -0.0012 |
Rho | -0.0464 |
Vega | 0.0529 |
Fair value | 0.68 |
Intrinsic value | n.a. |
Break-even | 18'242.03 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'178.50 |
SONOVA HLDG N | 274.20 |
Alcon AG | 79.88 |
Swiss Re | 113.15 |
Lonza Group | 480.60 |
Name | Price |
---|---|
KUEHNE & NAGEL | 258.80 |
Compagnie Financi... | 139.65 |
LOGITECH INT. | 87.24 |
Holcim | 81.54 |
ROCHE GS | 250.00 |