Last price paid | n.a. | |
Change | +50.00% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | n.a. n.a. |
Fixing | 19.04.2024 |
Settlement date | 11.03.2024 |
Last trading | 19.04.2024 |
Final fixing | 19.04.2024 |
Currency redemption | CHF |
Perf. since issue | -71.43% |
Year to date (YTD) | n.a. |
1 month | -88.46% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.07 |
Underlying price on issue | 91.87 |
Premium | 0.00% |
Premium p.a. | 0.10% |
Leverage | 129.19 |
Implied volatility | 0.18 |
ISIN | CH1305142494 |
Symbol | NES61Z |
Security | 130514249 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 26.04.2024 |
Underlying | Nestlé N, CH0038863350 |
Underlying ISIN | CH0038863350 |
Strike | 94.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 04.03.2024 |
Premium | 0.19% |
Premium p.a. | 9.96% |
Leverage | 235.55 |
Implied volatility | 18.09% |
Moneyness | in-the-money |
Leverage | 129.1868 |
Delta | 0.5484 |
Gamma | 0.0276 |
Theta | -0.0001 |
Rho | 0.0001 |
Vega | 0.0016 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 94.40 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 47.95 |
LOGITECH INT. | 83.08 |
Sika AG | 283.50 |
Alcon AG | 80.50 |
Partners Group Ho... | 1'262.50 |
Name | Price |
---|---|
SONOVA HLDG N | 281.20 |
Lonza Group | 520.60 |
Nestlé SA | 95.52 |
UBS | 27.37 |
Swiss Re | 109.50 |