Last price paid | 0.14 | |
Change | -6.67% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 16.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 28.02.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -75.00% |
Year to date (YTD) | n.a. |
1 month | -53.33% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.58 |
Underlying price on issue | 574.94 |
Premium | 0.04% |
Premium p.a. | 0.38% |
Leverage | 14.65 |
Implied volatility | 0.27 |
ISIN | CH1305138385 |
Symbol | NFL6HZ |
Security | 130513838 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Netflix Rg, US64110L1061 |
Underlying ISIN | US64110L1061 |
Strike | 600.00 |
C/P type | put |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 100 |
Value day | 21.02.2024 |
Premium | 4.33% |
Premium p.a. | 37.67% |
Leverage | 38.30 |
Implied volatility | 27.33% |
Moneyness | out-of-the-money |
Leverage | 14.6515 |
Delta | -0.3826 |
Gamma | 0.0001 |
Theta | -0.0020 |
Rho | -0.0026 |
Vega | 0.0072 |
Fair value | 0.15 |
Intrinsic value | n.a. |
Break-even | 584.06 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 145.20 |
Swiss Re | 109.70 |
LOGITECH INT. | 82.72 |
NOVARTIS N | 93.67 |
Givaudan | 4'146.00 |
Name | Price |
---|---|
Alcon AG | 79.62 |
Partners Group Ho... | 1'259.50 |
ABB Ltd | 47.10 |
GEBERIT N | 559.60 |
SONOVA HLDG N | 295.30 |