Last price paid | 0.84 | |
Change | -2.33% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 08.07.2024 17:20 |
Fixing | 20.06.2025 |
Settlement date | 30.05.2024 |
Last trading | 20.06.2025 |
Final fixing | 20.06.2025 |
Currency redemption | CHF |
Perf. since issue | -45.42% |
Year to date (YTD) | n.a. |
1 month | -30.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 1.53 |
Underlying price on issue | 18'689.06 |
Premium | 0.09% |
Premium p.a. | 0.09% |
Leverage | 6.33 |
Implied volatility | 0.23 |
ISIN | CH1338505584 |
Symbol | NDXFBZ |
Security | 133850558 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.06.2025 |
Underlying | NASDAQ 100, US6311011026 |
Underlying ISIN | US6311011026 |
Strike | 19'500.00 |
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 | 9.12% |
Premium p.a. | 9.40% |
Leverage | 21.95 |
Implied volatility | 22.72% |
Moneyness | out-of-the-money |
Leverage | 6.3258 |
Delta | -0.2882 |
Gamma | 0.0000 |
Theta | -0.0011 |
Rho | -0.0622 |
Vega | 0.0616 |
Fair value | 0.84 |
Intrinsic value | n.a. |
Break-even | 18'569.07 |
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 |