Last price paid | n.a. | |
Change | -40.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | n.a. n.a. |
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 | -98.51% |
Year to date (YTD) | n.a. |
1 month | -76.92% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.67 |
Underlying price on issue | 18'689.18 |
Premium | 0.03% |
Premium p.a. | 1.34% |
Leverage | 122.33 |
Implied volatility | 0.13 |
ISIN | CH1338505659 |
Symbol | NDX5BZ |
Security | 133850565 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 23.08.2024 |
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 | 2.57% |
Premium p.a. | 134.21% |
Leverage | 1'691.82 |
Implied volatility | 13.17% |
Moneyness | out-of-the-money |
Leverage | 122.3337 |
Delta | -0.0723 |
Gamma | 0.0000 |
Theta | -0.0029 |
Rho | -0.0002 |
Vega | 0.0032 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 18'988.48 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Givaudan | 4'458.00 |
SWISSCOM N | 545.00 |
ZURICH INSURANCE | 496.20 |
SONOVA HLDG N | 297.60 |
KUEHNE & NAGEL | 260.10 |
Name | Price |
---|---|
Compagnie Financi... | 125.00 |
LOGITECH INT. | 73.12 |
ABB Ltd | 47.23 |
Nestlé SA | 89.64 |
GEBERIT N | 530.80 |