Last price paid | 0.065 | |
Change | -7.14% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.05.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 15.12.2023 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -70.00% |
Year to date (YTD) | -63.89% |
1 month | -23.53% |
3 months | -59.38% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.20 |
Underlying price on issue | 10.07 |
Premium | 0.33% |
Premium p.a. | 0.53% |
Leverage | 3.48 |
Implied volatility | 0.57 |
ISIN | CH1281051255 |
Symbol | NDX8BZ |
Security | 128105125 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Nordex, DE000A0D6554 |
Underlying ISIN | DE000A0D6554 |
Strike | 10.00 |
C/P type | put |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 10 |
Value day | 08.12.2023 |
Premium | 33.18% |
Premium p.a. | 53.35% |
Leverage | 23.24 |
Implied volatility | 56.75% |
Moneyness | out-of-the-money |
Leverage | 3.4750 |
Delta | -0.1495 |
Gamma | 0.0037 |
Theta | -0.0003 |
Rho | -0.0017 |
Vega | 0.0026 |
Fair value | 0.06 |
Intrinsic value | n.a. |
Break-even | 9.39 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 143.35 |
Lonza Group | 515.40 |
Partners Group Ho... | 1'228.00 |
KUEHNE & NAGEL | 244.80 |
Givaudan | 4'246.00 |
Name | Price |
---|---|
NOVARTIS N | 91.35 |
LOGITECH INT. | 87.00 |
Alcon AG | 81.94 |
Sika AG | 281.20 |
ZURICH INSURANCE | 468.60 |