Last price paid | 0.025 | |
Change | -16.67% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.06.2024 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 | -85.71% |
Year to date (YTD) | -37.50% |
1 month | -58.33% |
3 months | -37.50% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.14 |
Underlying price on issue | 87.81 |
Premium | 0.03% |
Premium p.a. | 0.97% |
Leverage | 65.44 |
Implied volatility | 0.17 |
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 | 2.93% |
Premium p.a. | 97.20% |
Leverage | 334.07 |
Implied volatility | 16.57% |
Moneyness | out-of-the-money |
Leverage | 65.4410 |
Delta | 0.1959 |
Gamma | 0.0072 |
Theta | -0.0024 |
Rho | 0.0004 |
Vega | 0.0032 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 96.28 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
UBS | 27.50 |
Swiss Re | 110.15 |
ZURICH INSURANCE | 475.60 |
ABB Ltd | 50.32 |
Swiss Life Hldg | 637.60 |
Name | Price |
---|---|
Alcon AG | 78.56 |
SONOVA HLDG N | 271.70 |
Lonza Group | 472.80 |
NOVARTIS N | 93.54 |
Compagnie Financi... | 142.10 |