Last price paid | 0.025 | |
Change | +25.00% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 31.05.2024 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 | -82.14% |
Year to date (YTD) | -37.50% |
1 month | -37.50% |
3 months | -54.55% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.14 |
Underlying price on issue | 87.81 |
Premium | 0.04% |
Premium p.a. | 0.62% |
Leverage | 49.07 |
Implied volatility | 0.15 |
ISIN | CH1281033055 |
Symbol | NOVS7Z |
Security | 128103305 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Novartis N, CH0012005267 |
Underlying ISIN | CH0012005267 |
Strike | 96.00 |
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 | 4.11% |
Premium p.a. | 62.44% |
Leverage | 264.43 |
Implied volatility | 15.06% |
Moneyness | out-of-the-money |
Leverage | 49.0650 |
Delta | 0.1856 |
Gamma | 0.0053 |
Theta | -0.0015 |
Rho | 0.0008 |
Vega | 0.0045 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 96.35 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 260.50 |
Lonza Group | 493.10 |
Nestlé SA | 97.72 |
ROCHE GS | 235.10 |
SONOVA HLDG N | 285.80 |
Name | Price |
---|---|
UBS | 27.95 |
Swiss Re | 112.55 |
ABB Ltd | 49.50 |
ZURICH INSURANCE | 471.90 |
LOGITECH INT. | 87.04 |