Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 15.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 26.05.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -98.81% |
Year to date (YTD) | -85.00% |
1 month | n.a. |
3 months | -70.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.84 |
Underlying price on issue | 13'856.42 |
Premium | 0.31% |
Premium p.a. | 3.15% |
Leverage | 16.78 |
Implied volatility | 0.53 |
ISIN | CH1250734915 |
Symbol | NDXYQZ |
Security | 125073491 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | NASDAQ 100, US6311011026 |
Underlying ISIN | US6311011026 |
Strike | 13'000.00 |
C/P type | put |
Subscription ratio | 1'000.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 1000 |
Value day | 19.05.2023 |
Premium | 31.08% |
Premium p.a. | 315.07% |
Leverage | 1'722.92 |
Implied volatility | 53.23% |
Moneyness | out-of-the-money |
Leverage | 16.7844 |
Delta | -0.0097 |
Gamma | 0.0000 |
Theta | -0.0010 |
Rho | -0.0003 |
Vega | 0.0014 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 12'989.06 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 297.30 |
LOGITECH INT. | 87.98 |
ABB Ltd | 48.97 |
Givaudan | 4'239.00 |
Swiss Life Hldg | 625.00 |
Name | Price |
---|---|
Nestlé SA | 93.30 |
KUEHNE & NAGEL | 243.70 |
SWISSCOM N | 494.00 |
NOVARTIS N | 92.77 |
Partners Group Ho... | 1'259.00 |