Last price paid | 0.66 | |
Change | +3.13% [ +0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 20.09.2024 17:20 |
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 | +166.00% |
Year to date (YTD) | +153.85% |
1 month | -13.16% |
3 months | +22.22% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.25 |
Underlying price on issue | 84.81 |
Premium | 0.08% |
Premium p.a. | 0.06% |
Leverage | 7.10 |
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 | 7.69% |
Premium p.a. | 5.90% |
Leverage | 14.89 |
Implied volatility | 18.14% |
Moneyness | out-of-the-money |
Leverage | 7.0966 |
Delta | 0.4765 |
Gamma | 0.0020 |
Theta | -0.0006 |
Rho | 0.0406 |
Vega | 0.0435 |
Fair value | 0.67 |
Intrinsic value | n.a. |
Break-even | 106.65 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SWISSCOM N | 547.50 |
Givaudan | 4'506.00 |
ROCHE GS | 269.20 |
NOVARTIS N | 99.03 |
Swiss Re | 116.30 |
Name | Price |
---|---|
KUEHNE & NAGEL | 231.80 |
Nestlé SA | 82.04 |
Compagnie Financi... | 114.55 |
Sika AG | 268.90 |
Lonza Group | 531.20 |