Last price paid | 0.01 | |
Change | -33.33% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 13.06.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 23.10.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -98.23% |
Year to date (YTD) | -96.67% |
1 month | -50.00% |
3 months | -90.91% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.31 |
Underlying price on issue | 87.19 |
Premium | 0.11% |
Premium p.a. | 2.94% |
Leverage | 39.17 |
Implied volatility | 0.33 |
ISIN | CH1281034160 |
Symbol | NOVL2Z |
Security | 128103416 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Novartis N, CH0012005267 |
Underlying ISIN | CH0012005267 |
Strike | 84.00 |
C/P type | put |
Subscription ratio | 15.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 15 |
Value day | 16.10.2023 |
Premium | 11.26% |
Premium p.a. | 293.52% |
Leverage | 1'228.19 |
Implied volatility | 33.25% |
Moneyness | out-of-the-money |
Leverage | 39.1659 |
Delta | -0.0319 |
Gamma | 0.0008 |
Theta | -0.0011 |
Rho | -0.0001 |
Vega | 0.0009 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 83.92 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
NOVARTIS N | 94.95 |
ROCHE GS | 247.50 |
SWISSCOM N | 497.00 |
Nestlé SA | 95.24 |
Lonza Group | 480.00 |
Name | Price |
---|---|
LOGITECH INT. | 88.34 |
Sika AG | 254.90 |
SONOVA HLDG N | 275.50 |
Partners Group Ho... | 1'153.00 |
GEBERIT N | 540.00 |