Last price paid | 0.64 | |
Change | +4.92% [ +0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 26.07.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 29.07.2024 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | +193.18% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.22 |
Underlying price on issue | 94.66 |
Premium | 0.00% |
Premium p.a. | 0.02% |
Leverage | 11.17 |
Implied volatility | 0.16 |
ISIN | CH1338518959 |
Symbol | NESK1Z |
Security | 133851895 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Nestlé N, CH0038863350 |
Underlying ISIN | CH0038863350 |
Strike | 94.00 |
C/P type | put |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 22.07.2024 |
Premium | 0.42% |
Premium p.a. | 2.44% |
Leverage | 13.63 |
Implied volatility | 16.40% |
Moneyness | in-the-money |
Leverage | 11.1729 |
Delta | -0.8197 |
Gamma | 0.0044 |
Theta | -0.0010 |
Rho | -0.0136 |
Vega | 0.0096 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 87.55 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 581.00 |
ROCHE GS | 286.00 |
Compagnie Financi... | 134.90 |
ABB Ltd | 48.22 |
LOGITECH INT. | 78.84 |
Name | Price |
---|---|
Nestlé SA | 87.92 |
KUEHNE & NAGEL | 267.70 |
SWISSCOM N | 535.00 |
Givaudan | 4'196.00 |
Holcim | 83.64 |