Last price paid | 1.00 | |
Change | +6.38% [ +0.06 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 21.06.2024 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 | -34.31% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 1.53 |
Underlying price on issue | 18'689.06 |
Premium | 0.07% |
Premium p.a. | 0.07% |
Leverage | 6.05 |
Implied volatility | 0.22 |
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 | 6.85% |
Premium p.a. | 6.74% |
Leverage | 17.54 |
Implied volatility | 21.62% |
Moneyness | out-of-the-money |
Leverage | 6.0516 |
Delta | -0.3450 |
Gamma | 0.0000 |
Theta | -0.0009 |
Rho | -0.0729 |
Vega | 0.0655 |
Fair value | 1.01 |
Intrinsic value | n.a. |
Break-even | 18'375.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 252.80 |
Swiss Life Hldg | 653.80 |
SWISSCOM N | 500.00 |
Givaudan | 4'314.00 |
NOVARTIS N | 93.99 |
Name | Price |
---|---|
Holcim | 78.70 |
UBS | 27.03 |
ABB Ltd | 49.79 |
Partners Group Ho... | 1'154.00 |
Sika AG | 255.40 |