Last price paid | 1.46 | |
Change | +2.10% [ +0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 28.06.2024 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 | +26.29% |
Year to date (YTD) | n.a. |
1 month | +46.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 1.16 |
Underlying price on issue | 18'689.43 |
Premium | 0.09% |
Premium p.a. | 0.12% |
Leverage | 7.51 |
Implied volatility | 0.19 |
ISIN | CH1338505527 |
Symbol | NDXSYZ |
Security | 133850552 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.03.2025 |
Underlying | NASDAQ 100, US6311011026 |
Underlying ISIN | US6311011026 |
Strike | 20'000.00 |
C/P type | call |
Subscription ratio | 1'000.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 1000 |
Value day | 22.05.2024 |
Premium | 8.87% |
Premium p.a. | 11.86% |
Leverage | 12.19 |
Implied volatility | 18.76% |
Moneyness | out-of-the-money |
Leverage | 7.5078 |
Delta | 0.6160 |
Gamma | 0.0000 |
Theta | -0.0035 |
Rho | 0.0708 |
Vega | 0.0590 |
Fair value | 1.47 |
Intrinsic value | n.a. |
Break-even | 21'630.13 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'154.00 |
SWISSCOM N | 505.50 |
NOVARTIS N | 96.17 |
Lonza Group | 490.40 |
SONOVA HLDG N | 277.60 |
Name | Price |
---|---|
Givaudan | 4'260.00 |
Compagnie Financi... | 140.25 |
GEBERIT N | 530.80 |
Sika AG | 257.20 |
Nestlé SA | 91.72 |