Last price paid | 1.44 | |
Change | -6.49% [ -0.10 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 21.06.2024 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 | +19.40% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 1.16 |
Underlying price on issue | 18'689.43 |
Premium | 0.09% |
Premium p.a. | 0.12% |
Leverage | 7.59 |
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 | 9.39% |
Premium p.a. | 12.38% |
Leverage | 12.71 |
Implied volatility | 18.84% |
Moneyness | out-of-the-money |
Leverage | 7.5890 |
Delta | 0.5973 |
Gamma | 0.0000 |
Theta | -0.0034 |
Rho | 0.0682 |
Vega | 0.0593 |
Fair value | 1.39 |
Intrinsic value | n.a. |
Break-even | 21'550.59 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
NOVARTIS N | 96.07 |
Alcon AG | 80.44 |
GEBERIT N | 544.20 |
Nestlé SA | 94.82 |
Partners Group Ho... | 1'167.00 |
Name | Price |
---|---|
Swiss Life Hldg | 652.20 |
Swiss Re | 112.35 |
SONOVA HLDG N | 271.90 |
Holcim | 78.92 |
ROCHE GS | 253.90 |