Last price paid | 0.71 | |
Change | -17.44% [ -0.15 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 07.08.2024 17:20 |
Fixing | 16.08.2024 |
Settlement date | 11.06.2024 |
Last trading | 16.08.2024 |
Final fixing | 16.08.2024 |
Currency redemption | CHF |
Perf. since issue | +265.79% |
Year to date (YTD) | n.a. |
1 month | +73.17% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.19 |
Underlying price on issue | 98.09 |
Premium | 0.00% |
Premium p.a. | 0.06% |
Leverage | 11.92 |
Implied volatility | 0.33 |
ISIN | CH1338508422 |
Symbol | NES2BZ |
Security | 133850842 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 23.08.2024 |
Underlying | Nestlé N, CH0038863350 |
Underlying ISIN | CH0038863350 |
Strike | 96.00 |
C/P type | put |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 04.06.2024 |
Premium | 0.12% |
Premium p.a. | 5.63% |
Leverage | 12.83 |
Implied volatility | 33.29% |
Moneyness | in-the-money |
Leverage | 11.9204 |
Delta | -0.9292 |
Gamma | 0.0016 |
Theta | -0.0034 |
Rho | -0.0018 |
Vega | 0.0018 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 89.05 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 282.10 |
Swiss Re | 102.90 |
ROCHE GS | 275.00 |
ABB Ltd | 45.09 |
Compagnie Financi... | 125.55 |
Name | Price |
---|---|
KUEHNE & NAGEL | 252.20 |
ZURICH INSURANCE | 459.20 |
LOGITECH INT. | 73.26 |
NOVARTIS N | 95.81 |
Sika AG | 246.40 |