Last price paid | 0.25 | |
Change | -7.41% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 16.07.2024 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 | +75.00% |
Year to date (YTD) | +354.55% |
1 month | +66.67% |
3 months | +316.67% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.14 |
Underlying price on issue | 87.19 |
Premium | 0.03% |
Premium p.a. | 0.13% |
Leverage | 16.67 |
Implied volatility | 0.16 |
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 | 2.56% |
Premium p.a. | 12.79% |
Leverage | 28.83 |
Implied volatility | 16.07% |
Moneyness | in-the-money |
Leverage | 16.6728 |
Delta | 0.5782 |
Gamma | 0.0039 |
Theta | -0.0015 |
Rho | 0.0077 |
Vega | 0.0124 |
Fair value | 0.18 |
Intrinsic value | n.a. |
Break-even | 101.43 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
GEBERIT N | 558.80 |
KUEHNE & NAGEL | 259.70 |
Compagnie Financi... | 138.35 |
Sika AG | 262.80 |
Holcim | 84.04 |
Name | Price |
---|---|
Swiss Re | 109.40 |
Partners Group Ho... | 1'229.50 |
SONOVA HLDG N | 271.20 |
ZURICH INSURANCE | 476.00 |
LOGITECH INT. | 82.14 |