Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 16.05.2024 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 | -98.99% |
Year to date (YTD) | -87.50% |
1 month | n.a. |
3 months | -75.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.99 |
Underlying price on issue | 13'856.42 |
Premium | 0.28% |
Premium p.a. | 2.77% |
Leverage | 18.55 |
Implied volatility | 0.47 |
ISIN | CH1250734931 |
Symbol | NDXIIZ |
Security | 125073493 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | NASDAQ 100, US6311011026 |
Underlying ISIN | US6311011026 |
Strike | 13'500.00 |
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 | 28.06% |
Premium p.a. | 276.83% |
Leverage | 1'713.71 |
Implied volatility | 47.21% |
Moneyness | out-of-the-money |
Leverage | 18.5465 |
Delta | -0.0108 |
Gamma | 0.0000 |
Theta | -0.0010 |
Rho | -0.0003 |
Vega | 0.0016 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 13'489.06 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 291.50 |
LOGITECH INT. | 86.32 |
Alcon AG | 82.44 |
Holcim | 79.02 |
GEBERIT N | 561.40 |
Name | Price |
---|---|
Compagnie Financi... | 140.60 |
Swiss Life Hldg | 616.40 |
ROCHE GS | 231.90 |
NOVARTIS N | 93.16 |
ABB Ltd | 48.11 |