Last price paid | 0.49 | |
Change | +16.67% [ +0.07 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 22.04.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +115.22% |
Year to date (YTD) | n.a. |
1 month | +113.04% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.23 |
Underlying price on issue | 92.95 |
Premium | 0.00% |
Premium p.a. | 0.03% |
Leverage | 17.57 |
Implied volatility | 0.12 |
ISIN | CH1305151719 |
Symbol | NESFCZ |
Security | 130515171 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Nestlé N, CH0038863350 |
Underlying ISIN | CH0038863350 |
Strike | 92.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 15.04.2024 |
Premium | 0.34% |
Premium p.a. | 2.97% |
Leverage | 19.52 |
Implied volatility | 11.69% |
Moneyness | in-the-money |
Leverage | 17.5743 |
Delta | 0.9004 |
Gamma | 0.0045 |
Theta | -0.0011 |
Rho | 0.0095 |
Vega | 0.0056 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 96.95 |
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 |
Swiss Re | 110.10 |
Givaudan | 4'180.00 |
Nestlé SA | 96.62 |
LOGITECH INT. | 82.40 |
Name | Price |
---|---|
SONOVA HLDG N | 291.20 |
Partners Group Ho... | 1'258.00 |
KUEHNE & NAGEL | 247.80 |
Alcon AG | 80.08 |
GEBERIT N | 561.40 |