Last price paid | 0.73 | |
Change | -2.67% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 25.06.2024 17:20 |
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 | +88.46% |
Year to date (YTD) | +265.00% |
1 month | +62.22% |
3 months | +170.37% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.39 |
Underlying price on issue | 86.32 |
Premium | 0.02% |
Premium p.a. | 0.06% |
Leverage | 10.15 |
Implied volatility | 0.18 |
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 | 1.56% |
Premium p.a. | 6.14% |
Leverage | 13.04 |
Implied volatility | 18.25% |
Moneyness | in-the-money |
Leverage | 10.1545 |
Delta | 0.7787 |
Gamma | 0.0034 |
Theta | -0.0017 |
Rho | 0.0172 |
Vega | 0.0143 |
Fair value | 0.15 |
Intrinsic value | n.a. |
Break-even | 97.35 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Sika AG | 260.30 |
KUEHNE & NAGEL | 260.80 |
SONOVA HLDG N | 273.60 |
Lonza Group | 486.80 |
NOVARTIS N | 95.93 |
Name | Price |
---|---|
ROCHE GS | 249.80 |
Swiss Re | 110.95 |
Compagnie Financi... | 142.45 |
ZURICH INSURANCE | 479.30 |
Nestlé SA | 92.90 |