Last price paid | 0.11 | |
Change | +37.50% [ +0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 25.07.2024 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 | -66.13% |
Year to date (YTD) | n.a. |
1 month | +10.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.31 |
Underlying price on issue | 18'689.18 |
Premium | 0.06% |
Premium p.a. | 0.89% |
Leverage | 27.63 |
Implied volatility | 0.25 |
ISIN | CH1338505634 |
Symbol | NDX3LZ |
Security | 133850563 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 23.08.2024 |
Underlying | NASDAQ 100, US6311011026 |
Underlying ISIN | US6311011026 |
Strike | 18'000.00 |
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 | 6.08% |
Premium p.a. | 88.83% |
Leverage | 160.62 |
Implied volatility | 25.03% |
Moneyness | out-of-the-money |
Leverage | 27.6271 |
Delta | -0.1720 |
Gamma | 0.0000 |
Theta | -0.0052 |
Rho | -0.0022 |
Vega | 0.0113 |
Fair value | 0.11 |
Intrinsic value | n.a. |
Break-even | 17'881.46 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 270.60 |
Sika AG | 263.70 |
NOVARTIS N | 98.07 |
Givaudan | 4'221.00 |
SWISSCOM N | 536.00 |
Name | Price |
---|---|
Holcim | 81.34 |
Compagnie Financi... | 133.40 |
Lonza Group | 575.20 |
ABB Ltd | 47.77 |
Partners Group Ho... | 1'169.00 |