Last price paid | 0.48 | |
Change | +6.67% [ +0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | 500.00 Unit | |
Date/time | 31.05.2024 17:15 |
Fixing | 19.12.2025 |
Settlement date | 29.12.2023 |
Last trading | 19.12.2025 |
Final fixing | 19.12.2025 |
Currency redemption | CHF |
Perf. since issue | +106.00% |
Year to date (YTD) | +84.62% |
1 month | +20.00% |
3 months | +37.14% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.25 |
Underlying price on issue | 84.81 |
Premium | 0.13% |
Premium p.a. | 0.08% |
Leverage | 6.97 |
Implied volatility | 0.18 |
ISIN | CH1305128022 |
Symbol | NOV8BZ |
Security | 130512802 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 05.01.2026 |
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 | 20.12.2023 |
Premium | 13.11% |
Premium p.a. | 8.01% |
Leverage | 18.05 |
Implied volatility | 18.23% |
Moneyness | out-of-the-money |
Leverage | 6.9727 |
Delta | 0.3863 |
Gamma | 0.0018 |
Theta | -0.0006 |
Rho | 0.0415 |
Vega | 0.0440 |
Fair value | 0.52 |
Intrinsic value | n.a. |
Break-even | 105.15 |
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 |