Last price paid | 0.45 | |
Change | -15.09% [ -0.08 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | 10'000.00 Unit | |
Date/time | 24.05.2024 17:15 |
Fixing | 20.09.2024 |
Settlement date | 26.10.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | +19.23% |
Year to date (YTD) | +125.00% |
1 month | +18.42% |
3 months | +2.27% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.39 |
Underlying price on issue | 86.32 |
Premium | 0.03% |
Premium p.a. | 0.09% |
Leverage | 12.32 |
Implied volatility | 0.16 |
ISIN | CH1281035597 |
Symbol | NOVM5Z |
Security | 128103559 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Novartis N, CH0012005267 |
Underlying ISIN | CH0012005267 |
Strike | 90.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 19.10.2023 |
Premium | 3.07% |
Premium p.a. | 9.11% |
Leverage | 19.75 |
Implied volatility | 16.12% |
Moneyness | in-the-money |
Leverage | 12.3191 |
Delta | 0.6238 |
Gamma | 0.0044 |
Theta | -0.0015 |
Rho | 0.0177 |
Vega | 0.0202 |
Fair value | 0.28 |
Intrinsic value | n.a. |
Break-even | 94.65 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 248.70 |
ABB Ltd | 49.56 |
UBS | 28.29 |
Compagnie Financi... | 143.80 |
ROCHE GS | 231.10 |
Name | Price |
---|---|
SONOVA HLDG N | 290.40 |
Partners Group Ho... | 1'224.50 |
LOGITECH INT. | 87.80 |
GEBERIT N | 565.80 |
Lonza Group | 512.80 |