Last price paid | 0.26 | |
Change | +8.33% [ +0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 24.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 09.11.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +120.83% |
Year to date (YTD) | +246.67% |
1 month | +73.33% |
3 months | +477.78% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.12 |
Underlying price on issue | 10.21 |
Premium | 0.02% |
Premium p.a. | 0.22% |
Leverage | 4.54 |
Implied volatility | 0.65 |
ISIN | CH1281037130 |
Symbol | NDXKYZ |
Security | 128103713 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Nordex, DE000A0D6554 |
Underlying ISIN | DE000A0D6554 |
Strike | 12.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 10 |
Value day | 02.11.2023 |
Premium | 2.10% |
Premium p.a. | 21.87% |
Leverage | 5.38 |
Implied volatility | 64.98% |
Moneyness | in-the-money |
Leverage | 4.5441 |
Delta | 0.8447 |
Gamma | 0.0083 |
Theta | -0.0011 |
Rho | 0.0009 |
Vega | 0.0011 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 14.67 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'233.50 |
Holcim | 80.24 |
Swiss Life Hldg | 630.80 |
KUEHNE & NAGEL | 245.80 |
UBS | 28.16 |
Name | Price |
---|---|
NOVARTIS N | 91.74 |
SONOVA HLDG N | 294.20 |
Nestlé SA | 92.42 |
Alcon AG | 82.02 |
ROCHE GS | 230.40 |