Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 27.06.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -99.32% |
Year to date (YTD) | -96.51% |
1 month | n.a. |
3 months | -82.35% |
1 year | n.a. |
3 years | n.a. |
Issue price | 1.47 |
Underlying price on issue | 423.64 |
Premium | 0.55% |
Premium p.a. | 4.79% |
Leverage | 8.50 |
Implied volatility | 0.99 |
ISIN | CH1268374522 |
Symbol | NVDVPZ |
Security | 126837452 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | NVIDIA Rg, US67066G1040 |
Underlying ISIN | US67066G1040 |
Strike | 420.00 |
C/P type | put |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 50 |
Value day | 20.06.2023 |
Premium | 55.12% |
Premium p.a. | 478.99% |
Leverage | 1'697.07 |
Implied volatility | 98.56% |
Moneyness | out-of-the-money |
Leverage | 8.4998 |
Delta | -0.0050 |
Gamma | 0.0000 |
Theta | -0.0009 |
Rho | -0.0001 |
Vega | 0.0008 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 419.45 |
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 |
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