Last price paid | 0.36 | |
Change | -2.70% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 21.05.2024 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 | +128.13% |
Year to date (YTD) | +176.92% |
1 month | +56.52% |
3 months | +200.00% |
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 | 2.97 |
Implied volatility | 0.51 |
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 | 9.07% |
Premium p.a. | 14.52% |
Leverage | 3.90 |
Implied volatility | 51.27% |
Moneyness | in-the-money |
Leverage | 2.9685 |
Delta | 0.7606 |
Gamma | 0.0054 |
Theta | -0.0005 |
Rho | 0.0045 |
Vega | 0.0035 |
Fair value | 0.13 |
Intrinsic value | n.a. |
Break-even | 15.68 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 49.17 |
UBS | 28.00 |
Givaudan | 4'236.00 |
LOGITECH INT. | 87.50 |
Swiss Re | 112.05 |
Name | Price |
---|---|
Nestlé SA | 93.78 |
SWISSCOM N | 494.80 |
KUEHNE & NAGEL | 244.40 |
Partners Group Ho... | 1'260.50 |
NOVARTIS N | 93.22 |