Last price paid | 0.75 | |
Change | +4.17% [ +0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | 4'750.00 Unit | |
Date/time | 26.06.2024 17:15 |
Fixing | 20.06.2025 |
Settlement date | 28.12.2023 |
Last trading | 20.06.2025 |
Final fixing | 20.06.2025 |
Currency redemption | CHF |
Perf. since issue | +116.67% |
Year to date (YTD) | +134.38% |
1 month | +29.31% |
3 months | +87.50% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.33 |
Underlying price on issue | 84.91 |
Premium | 0.03% |
Premium p.a. | 0.03% |
Leverage | 4.92 |
Implied volatility | 0.23 |
ISIN | CH1305127750 |
Symbol | NOVUDZ |
Security | 130512775 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.06.2025 |
Underlying | Novartis N, CH0012005267 |
Underlying ISIN | CH0012005267 |
Strike | 84.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 19.12.2023 |
Premium | 2.64% |
Premium p.a. | 2.64% |
Leverage | 6.70 |
Implied volatility | 22.96% |
Moneyness | in-the-money |
Leverage | 4.9173 |
Delta | 0.7342 |
Gamma | 0.0008 |
Theta | -0.0003 |
Rho | 0.0184 |
Vega | 0.0147 |
Fair value | 0.13 |
Intrinsic value | n.a. |
Break-even | 98.30 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Life Hldg | 658.00 |
SONOVA HLDG N | 276.00 |
ABB Ltd | 49.84 |
Swiss Re | 111.90 |
ZURICH INSURANCE | 481.80 |
Name | Price |
---|---|
Partners Group Ho... | 1'131.00 |
KUEHNE & NAGEL | 258.60 |
SWISSCOM N | 500.50 |
Lonza Group | 484.40 |
UBS | 26.23 |