Last price paid | 0.01 | |
Change | -33.33% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 19.03.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 11.10.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -81.67% |
Year to date (YTD) | -33.33% |
1 month | n.a. |
3 months | -33.33% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.03 |
Underlying price on issue | 87.81 |
Premium | 0.17% |
Premium p.a. | 3.65% |
Leverage | 34.12 |
Implied volatility | 0.37 |
ISIN | CH1281033048 |
Symbol | NOV6QZ |
Security | 128103304 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Novartis N, CH0012005267 |
Underlying ISIN | CH0012005267 |
Strike | 110.00 |
C/P type | call |
Subscription ratio | 15.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 15 |
Value day | 04.10.2023 |
Premium | 17.00% |
Premium p.a. | 365.08% |
Leverage | 1'221.83 |
Implied volatility | 36.86% |
Moneyness | out-of-the-money |
Leverage | 34.1155 |
Delta | 0.0279 |
Gamma | 0.0006 |
Theta | -0.0010 |
Rho | 0.0001 |
Vega | 0.0009 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 110.08 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 241.60 |
SONOVA HLDG N | 288.10 |
Partners Group Ho... | 1'163.50 |
Givaudan | 4'356.00 |
NOVARTIS N | 94.08 |
Name | Price |
---|---|
KUEHNE & NAGEL | 259.60 |
LOGITECH INT. | 89.48 |
ZURICH INSURANCE | 470.40 |
Lonza Group | 495.10 |
Nestlé SA | 94.60 |