Last price paid | 0.01 | |
Change | -33.33% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 06.06.2024 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 | -97.50% |
Year to date (YTD) | -94.74% |
1 month | n.a. |
3 months | -80.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.22 |
Underlying price on issue | 87.80 |
Premium | 0.15% |
Premium p.a. | 3.09% |
Leverage | 30.35 |
Implied volatility | 0.39 |
ISIN | CH1281033071 |
Symbol | NOVMLZ |
Security | 128103307 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Novartis N, CH0012005267 |
Underlying ISIN | CH0012005267 |
Strike | 80.00 |
C/P type | put |
Subscription ratio | 15.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 15 |
Value day | 04.10.2023 |
Premium | 15.25% |
Premium p.a. | 309.16% |
Leverage | 1'224.68 |
Implied volatility | 38.63% |
Moneyness | out-of-the-money |
Leverage | 30.3533 |
Delta | -0.0248 |
Gamma | 0.0005 |
Theta | -0.0009 |
Rho | -0.0001 |
Vega | 0.0009 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 79.92 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Givaudan | 4'362.00 |
Holcim | 80.46 |
GEBERIT N | 551.80 |
Lonza Group | 501.00 |
ABB Ltd | 50.36 |
Name | Price |
---|---|
Nestlé SA | 95.60 |
UBS | 28.03 |
Swiss Re | 112.25 |
ROCHE GS | 239.70 |
Compagnie Financi... | 148.55 |