Last price paid | 0.23 | |
Change | +21.05% [ +0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 31.05.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 08.12.2023 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | +56.67% |
Year to date (YTD) | +109.09% |
1 month | +27.78% |
3 months | +35.29% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.15 |
Underlying price on issue | 85.51 |
Premium | 0.10% |
Premium p.a. | 0.16% |
Leverage | 13.16 |
Implied volatility | 0.16 |
ISIN | CH1281045869 |
Symbol | NOVMIZ |
Security | 128104586 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Novartis N, CH0012005267 |
Underlying ISIN | CH0012005267 |
Strike | 100.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 01.12.2023 |
Premium | 9.85% |
Premium p.a. | 16.35% |
Leverage | 39.65 |
Implied volatility | 15.86% |
Moneyness | out-of-the-money |
Leverage | 13.1605 |
Delta | 0.3319 |
Gamma | 0.0032 |
Theta | -0.0011 |
Rho | 0.0172 |
Vega | 0.0262 |
Fair value | 0.24 |
Intrinsic value | n.a. |
Break-even | 102.35 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 114.70 |
NOVARTIS N | 93.17 |
KUEHNE & NAGEL | 255.50 |
SWISSCOM N | 498.20 |
Nestlé SA | 95.56 |
Name | Price |
---|---|
Sika AG | 272.90 |
GEBERIT N | 550.40 |
Holcim | 78.78 |
Lonza Group | 486.40 |
Partners Group Ho... | 1'206.00 |