Last price paid | 0.025 | |
Change | -28.57% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 28.05.2024 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 | -85.71% |
Year to date (YTD) | -37.50% |
1 month | -37.50% |
3 months | -61.54% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.14 |
Underlying price on issue | 87.81 |
Premium | 0.06% |
Premium p.a. | 0.73% |
Leverage | 43.39 |
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 | 5.99% |
Premium p.a. | 72.86% |
Leverage | 324.43 |
Implied volatility | 16.53% |
Moneyness | out-of-the-money |
Leverage | 43.3851 |
Delta | 0.1337 |
Gamma | 0.0035 |
Theta | -0.0011 |
Rho | 0.0007 |
Vega | 0.0040 |
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 |
---|---|
Lonza Group | 484.30 |
UBS | 28.01 |
Partners Group Ho... | 1'196.50 |
LOGITECH INT. | 86.36 |
Holcim | 79.32 |