Last price paid | 1.77 | |
Change | +1.72% [ +0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 08.07.2024 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 | +53.02% |
Year to date (YTD) | n.a. |
1 month | +70.19% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 1.16 |
Underlying price on issue | 18'689.43 |
Premium | 0.08% |
Premium p.a. | 0.10% |
Leverage | 6.98 |
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 | 7.56% |
Premium p.a. | 10.50% |
Leverage | 10.33 |
Implied volatility | 19.16% |
Moneyness | in-the-money |
Leverage | 6.9791 |
Delta | 0.6759 |
Gamma | 0.0000 |
Theta | -0.0036 |
Rho | 0.0781 |
Vega | 0.0559 |
Fair value | 1.39 |
Intrinsic value | n.a. |
Break-even | 21'978.91 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 110.20 |
Holcim | 81.76 |
Swiss Life Hldg | 669.00 |
Givaudan | 4'305.00 |
ZURICH INSURANCE | 475.50 |
Name | Price |
---|---|
KUEHNE & NAGEL | 255.90 |
Compagnie Financi... | 138.25 |
Partners Group Ho... | 1'206.50 |
SONOVA HLDG N | 274.20 |
Sika AG | 258.60 |