Last price paid | 0.02 | |
Change | -20.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.05.2024 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 | -97.06% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | -85.71% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.51 |
Underlying price on issue | 491.02 |
Premium | 0.20% |
Premium p.a. | 1.70% |
Leverage | 17.06 |
Implied volatility | 0.40 |
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 | 19.57% |
Premium p.a. | 170.03% |
Leverage | 375.03 |
Implied volatility | 40.03% |
Moneyness | out-of-the-money |
Leverage | 17.0641 |
Delta | -0.0455 |
Gamma | 0.0000 |
Theta | -0.0008 |
Rho | -0.0003 |
Vega | 0.0018 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 498.35 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.75 |
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SONOVA HLDG N | 291.20 |
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