Last price paid | 1.03 | |
Change | +8.42% [ +0.08 ] | |
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 | -37.43% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 1.67 |
Underlying price on issue | 18'689.31 |
Premium | 0.04% |
Premium p.a. | 0.06% |
Leverage | 6.83 |
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 | 4.42% |
Premium p.a. | 5.82% |
Leverage | 16.83 |
Implied volatility | 21.01% |
Moneyness | in-the-money |
Leverage | 6.8264 |
Delta | -0.4055 |
Gamma | 0.0000 |
Theta | -0.0010 |
Rho | -0.0611 |
Vega | 0.0594 |
Fair value | 0.78 |
Intrinsic value | n.a. |
Break-even | 18'829.67 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
NOVARTIS N | 95.48 |
UBS | 27.40 |
GEBERIT N | 543.40 |
Partners Group Ho... | 1'165.50 |
Nestlé SA | 94.58 |
Name | Price |
---|---|
SONOVA HLDG N | 269.60 |
Swiss Life Hldg | 651.40 |
Swiss Re | 112.05 |
LOGITECH INT. | 86.66 |
Sika AG | 256.00 |