Last price paid | 0.35 | |
Change | -2.78% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 23.05.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 15.12.2023 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | +115.63% |
Year to date (YTD) | +169.23% |
1 month | +40.00% |
3 months | +268.42% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.16 |
Underlying price on issue | 10.07 |
Premium | 0.09% |
Premium p.a. | 0.15% |
Leverage | 3.07 |
Implied volatility | 0.50 |
ISIN | CH1281051214 |
Symbol | NDX43Z |
Security | 128105121 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
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 | 08.12.2023 |
Premium | 9.13% |
Premium p.a. | 14.62% |
Leverage | 4.07 |
Implied volatility | 49.72% |
Moneyness | in-the-money |
Leverage | 3.0653 |
Delta | 0.7530 |
Gamma | 0.0057 |
Theta | -0.0005 |
Rho | 0.0045 |
Vega | 0.0035 |
Fair value | 0.13 |
Intrinsic value | n.a. |
Break-even | 15.49 |
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 |