Last price paid | 0.98 | |
Change | -3.92% [ -0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | 20'000.00 Unit | |
Date/time | 28.06.2024 17:15 |
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 | -41.62% |
Year to date (YTD) | n.a. |
1 month | -27.41% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 1.67 |
Underlying price on issue | 18'689.31 |
Premium | 0.05% |
Premium p.a. | 0.06% |
Leverage | 7.13 |
Implied volatility | 0.21 |
ISIN | CH1338505568 |
Symbol | NDXPWZ |
Security | 133850556 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.03.2025 |
Underlying | NASDAQ 100, US6311011026 |
Underlying ISIN | US6311011026 |
Strike | 20'000.00 |
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 | 4.76% |
Premium p.a. | 6.37% |
Leverage | 18.32 |
Implied volatility | 20.73% |
Moneyness | in-the-money |
Leverage | 7.1276 |
Delta | -0.3891 |
Gamma | 0.0000 |
Theta | -0.0010 |
Rho | -0.0589 |
Vega | 0.0592 |
Fair value | 0.85 |
Intrinsic value | n.a. |
Break-even | 18'915.62 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'154.00 |
SWISSCOM N | 505.50 |
NOVARTIS N | 96.17 |
Lonza Group | 490.40 |
SONOVA HLDG N | 277.60 |
Name | Price |
---|---|
Givaudan | 4'260.00 |
Compagnie Financi... | 140.25 |
GEBERIT N | 530.80 |
Sika AG | 257.20 |
Nestlé SA | 91.72 |