Last price paid | 0.025 | |
Change | -16.67% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 13.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 09.01.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -96.08% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | -86.11% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.51 |
Underlying price on issue | 491.02 |
Premium | 0.19% |
Premium p.a. | 1.61% |
Leverage | 15.83 |
Implied volatility | 0.41 |
ISIN | CH1305128790 |
Symbol | NFL8CZ |
Security | 130512879 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Netflix Rg, US64110L1061 |
Underlying ISIN | US64110L1061 |
Strike | 500.00 |
C/P type | put |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 100 |
Value day | 29.12.2023 |
Premium | 19.01% |
Premium p.a. | 161.39% |
Leverage | 278.07 |
Implied volatility | 40.97% |
Moneyness | out-of-the-money |
Leverage | 15.8263 |
Delta | -0.0569 |
Gamma | 0.0000 |
Theta | -0.0010 |
Rho | -0.0004 |
Vega | 0.0022 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 497.79 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 145.95 |
Swiss Re | 109.75 |
ZURICH INSURANCE | 473.60 |
ROCHE GS | 236.80 |
KUEHNE & NAGEL | 252.70 |
Name | Price |
---|---|
Partners Group Ho... | 1'271.00 |
Holcim | 78.14 |
ABB Ltd | 47.49 |
Alcon AG | 80.62 |
LOGITECH INT. | 81.42 |