Last price paid | 1.12 | |
Change | -13.18% [ -0.17 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 31.07.2024 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 | -6.86% |
Year to date (YTD) | n.a. |
1 month | +14.29% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 1.53 |
Underlying price on issue | 18'689.06 |
Premium | 0.05% |
Premium p.a. | 0.06% |
Leverage | 4.90 |
Implied volatility | 0.25 |
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 | 5.44% |
Premium p.a. | 6.04% |
Leverage | 11.53 |
Implied volatility | 25.25% |
Moneyness | in-the-money |
Leverage | 4.9042 |
Delta | -0.4252 |
Gamma | 0.0000 |
Theta | -0.0011 |
Rho | -0.0735 |
Vega | 0.0612 |
Fair value | 0.89 |
Intrinsic value | n.a. |
Break-even | 17'862.05 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Nestlé SA | 88.88 |
ROCHE GS | 283.20 |
SWISSCOM N | 530.00 |
NOVARTIS N | 96.99 |
SONOVA HLDG N | 263.20 |
Name | Price |
---|---|
ABB Ltd | 45.34 |
UBS | 24.86 |
LOGITECH INT. | 74.98 |
Holcim | 77.88 |
GEBERIT N | 535.40 |