Last price paid | 0.63 | |
Change | +3.28% [ +0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.05.2024 17:20 |
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 | +92.42% |
Year to date (YTD) | +96.88% |
1 month | +65.79% |
3 months | +57.50% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.33 |
Underlying price on issue | 84.91 |
Premium | 0.04% |
Premium p.a. | 0.03% |
Leverage | 5.04 |
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 | 3.57% |
Premium p.a. | 3.20% |
Leverage | 7.35 |
Implied volatility | 22.79% |
Moneyness | in-the-money |
Leverage | 5.0363 |
Delta | 0.6850 |
Gamma | 0.0009 |
Theta | -0.0003 |
Rho | 0.0192 |
Vega | 0.0165 |
Fair value | 0.17 |
Intrinsic value | n.a. |
Break-even | 96.70 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.75 |
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Givaudan | 4'180.00 |
Nestlé SA | 96.62 |
LOGITECH INT. | 82.40 |
Name | Price |
---|---|
SONOVA HLDG N | 291.20 |
Partners Group Ho... | 1'258.00 |
KUEHNE & NAGEL | 247.80 |
Alcon AG | 80.08 |
GEBERIT N | 561.40 |