Last price paid | 0.025 | |
Change | -50.00% [ -0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 15.05.2024 17:20 |
Fixing | 17.05.2024 |
Settlement date | 15.04.2024 |
Last trading | 17.05.2024 |
Final fixing | 17.05.2024 |
Currency redemption | CHF |
Perf. since issue | -96.58% |
Year to date (YTD) | n.a. |
1 month | -93.06% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.38 |
Underlying price on issue | 18'127.47 |
Premium | 0.03% |
Premium p.a. | 1.02% |
Leverage | 97.86 |
Implied volatility | 0.13 |
ISIN | CH1305150869 |
Symbol | NDXDPZ |
Security | 130515086 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.05.2024 |
Underlying | NASDAQ 100, US6311011026 |
Underlying ISIN | US6311011026 |
Strike | 18'000.00 |
C/P type | put |
Subscription ratio | 1'000.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 1000 |
Value day | 08.04.2024 |
Premium | 3.08% |
Premium p.a. | 102.32% |
Leverage | 1'297.93 |
Implied volatility | 13.01% |
Moneyness | out-of-the-money |
Leverage | 97.8609 |
Delta | -0.0754 |
Gamma | 0.0000 |
Theta | -0.0023 |
Rho | -0.0004 |
Vega | 0.0042 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 17'985.70 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 291.50 |
LOGITECH INT. | 86.32 |
Alcon AG | 82.44 |
Holcim | 79.02 |
GEBERIT N | 561.40 |
Name | Price |
---|---|
Compagnie Financi... | 140.60 |
Swiss Life Hldg | 616.40 |
ROCHE GS | 231.90 |
NOVARTIS N | 93.16 |
ABB Ltd | 48.11 |