Last price paid | 0.23 | |
Change | +4.55% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 07.06.2024 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 | +6.82% |
Year to date (YTD) | +253.85% |
1 month | +206.67% |
3 months | +109.09% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.22 |
Underlying price on issue | 87.81 |
Premium | 0.00% |
Premium p.a. | 0.05% |
Leverage | 24.81 |
Implied volatility | 0.13 |
ISIN | CH1281033113 |
Symbol | NOV7HZ |
Security | 128103311 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Novartis N, CH0012005267 |
Underlying ISIN | CH0012005267 |
Strike | 92.00 |
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 | 0.29% |
Premium p.a. | 5.12% |
Leverage | 28.88 |
Implied volatility | 12.74% |
Moneyness | in-the-money |
Leverage | 24.8075 |
Delta | 0.8590 |
Gamma | 0.0054 |
Theta | -0.0013 |
Rho | 0.0032 |
Vega | 0.0036 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 95.29 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 242.60 |
Compagnie Financi... | 150.10 |
Swiss Re | 113.65 |
Holcim | 79.98 |
Alcon AG | 82.16 |
Name | Price |
---|---|
Partners Group Ho... | 1'165.00 |
Lonza Group | 500.20 |
Sika AG | 270.90 |
GEBERIT N | 550.80 |
SWISSCOM N | 503.50 |