Last price paid | 0.11 | |
Change | -15.38% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 16.05.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 23.10.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -25.00% |
Year to date (YTD) | +100.00% |
1 month | +83.33% |
3 months | +46.67% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.14 |
Underlying price on issue | 87.19 |
Premium | 0.07% |
Premium p.a. | 0.20% |
Leverage | 18.71 |
Implied volatility | 0.15 |
ISIN | CH1281034103 |
Symbol | NOVXDZ |
Security | 128103410 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Novartis N, CH0012005267 |
Underlying ISIN | CH0012005267 |
Strike | 98.00 |
C/P type | call |
Subscription ratio | 15.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 15 |
Value day | 16.10.2023 |
Premium | 7.44% |
Premium p.a. | 20.27% |
Leverage | 62.98 |
Implied volatility | 14.63% |
Moneyness | out-of-the-money |
Leverage | 18.7069 |
Delta | 0.2970 |
Gamma | 0.0030 |
Theta | -0.0008 |
Rho | 0.0068 |
Vega | 0.0139 |
Fair value | 0.11 |
Intrinsic value | n.a. |
Break-even | 99.47 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 107.65 |
ZURICH INSURANCE | 469.10 |
ROCHE GS | 234.80 |
LOGITECH INT. | 81.60 |
Swiss Life Hldg | 662.60 |
Name | Price |
---|---|
Holcim | 78.44 |
ABB Ltd | 47.65 |
UBS | 27.42 |
Lonza Group | 527.40 |
NOVARTIS N | 92.62 |