Last price paid | 0.42 | |
Change | +10.53% [ +0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 27.06.2024 17:20 |
Fixing | 19.07.2024 |
Settlement date | 11.06.2024 |
Last trading | 19.07.2024 |
Final fixing | 19.07.2024 |
Currency redemption | CHF |
Perf. since issue | +226.92% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.13 |
Underlying price on issue | 18'538.21 |
Premium | 0.03% |
Premium p.a. | 0.34% |
Leverage | 34.24 |
Implied volatility | 0.15 |
ISIN | CH1338508331 |
Symbol | NDXCJZ |
Security | 133850833 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 26.07.2024 |
Underlying | NASDAQ 100, US6311011026 |
Underlying ISIN | US6311011026 |
Strike | 20'000.00 |
C/P type | call |
Subscription ratio | 500.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 500 |
Value day | 04.06.2024 |
Premium | 2.67% |
Premium p.a. | 33.57% |
Leverage | 83.27 |
Implied volatility | 14.70% |
Moneyness | out-of-the-money |
Leverage | 34.2429 |
Delta | 0.4112 |
Gamma | 0.0000 |
Theta | -0.0120 |
Rho | 0.0111 |
Vega | 0.0388 |
Fair value | 0.43 |
Intrinsic value | n.a. |
Break-even | 20'236.70 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Holcim | 79.36 |
Swiss Life Hldg | 658.40 |
SONOVA HLDG N | 275.90 |
ROCHE GS | 250.40 |
UBS | 26.37 |
Name | Price |
---|---|
KUEHNE & NAGEL | 257.00 |
Nestlé SA | 92.14 |
GEBERIT N | 537.20 |
SWISSCOM N | 499.80 |
NOVARTIS N | 95.45 |