Last price paid | 1.30 | |
Change | -5.11% [ -0.07 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 16.05.2024 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 | +86.99% |
Year to date (YTD) | +78.08% |
1 month | +52.94% |
3 months | +44.44% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.73 |
Underlying price on issue | 84.81 |
Premium | 0.05% |
Premium p.a. | 0.03% |
Leverage | 4.64 |
Implied volatility | 0.21 |
ISIN | CH1305128030 |
Symbol | NOV6HZ |
Security | 130512803 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 05.01.2026 |
Underlying | Novartis N, CH0012005267 |
Underlying ISIN | CH0012005267 |
Strike | 84.00 |
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 | 4.53% |
Premium p.a. | 2.74% |
Leverage | 6.84 |
Implied volatility | 20.59% |
Moneyness | in-the-money |
Leverage | 4.6368 |
Delta | 0.6775 |
Gamma | 0.0015 |
Theta | -0.0005 |
Rho | 0.0590 |
Vega | 0.0407 |
Fair value | 0.42 |
Intrinsic value | n.a. |
Break-even | 97.65 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.65 |
LOGITECH INT. | 83.44 |
Swiss Re | 109.35 |
Givaudan | 4'150.00 |
NOVARTIS N | 93.41 |
Name | Price |
---|---|
SONOVA HLDG N | 292.40 |
Alcon AG | 79.90 |
ABB Ltd | 47.29 |
Partners Group Ho... | 1'267.00 |
GEBERIT N | 561.80 |