Last price paid | 0.025 | |
Change | -16.67% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 01.03.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -73.08% |
Year to date (YTD) | n.a. |
1 month | -80.77% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.13 |
Underlying price on issue | 95.48 |
Premium | 0.05% |
Premium p.a. | 0.58% |
Leverage | 39.49 |
Implied volatility | 0.16 |
ISIN | CH1305140332 |
Symbol | NESJTZ |
Security | 130514033 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Nestlé N, CH0038863350 |
Underlying ISIN | CH0038863350 |
Strike | 88.00 |
C/P type | put |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 23.02.2024 |
Premium | 5.10% |
Premium p.a. | 58.17% |
Leverage | 263.89 |
Implied volatility | 16.41% |
Moneyness | out-of-the-money |
Leverage | 39.4867 |
Delta | -0.1496 |
Gamma | 0.0052 |
Theta | -0.0016 |
Rho | -0.0012 |
Vega | 0.0063 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 87.65 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 112.45 |
UBS | 28.22 |
ABB Ltd | 49.41 |
Compagnie Financi... | 143.60 |
Swiss Life Hldg | 631.80 |
Name | Price |
---|---|
LOGITECH INT. | 87.34 |
Partners Group Ho... | 1'224.00 |
KUEHNE & NAGEL | 244.50 |
Givaudan | 4'205.00 |
Lonza Group | 513.80 |