Last price paid | 0.24 | |
Change | -11.11% [ -0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 16.05.2024 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) | +118.18% |
1 month | +100.00% |
3 months | +71.43% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.15 |
Underlying price on issue | 85.51 |
Premium | 0.11% |
Premium p.a. | 0.16% |
Leverage | 12.81 |
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 | 10.51% |
Premium p.a. | 16.32% |
Leverage | 39.41 |
Implied volatility | 15.93% |
Moneyness | out-of-the-money |
Leverage | 12.8052 |
Delta | 0.3249 |
Gamma | 0.0030 |
Theta | -0.0010 |
Rho | 0.0179 |
Vega | 0.0267 |
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 | 107.65 |
ZURICH INSURANCE | 469.10 |
ROCHE GS | 234.80 |
LOGITECH INT. | 81.60 |
Swiss Life Hldg | 662.60 |
Name | Price |
---|---|
Holcim | 78.44 |
ABB Ltd | 47.65 |
UBS | 27.42 |
Lonza Group | 527.40 |
NOVARTIS N | 92.62 |