Last price paid | 0.16 | |
Change | +14.29% [ +0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 31.05.2024 17:20 |
Fixing | 17.01.2025 |
Settlement date | 03.01.2024 |
Last trading | 17.01.2025 |
Final fixing | 17.01.2025 |
Currency redemption | CHF |
Perf. since issue | -93.53% |
Year to date (YTD) | -92.34% |
1 month | -68.00% |
3 months | -74.19% |
1 year | n.a. |
3 years | n.a. |
Issue price | 2.55 |
Underlying price on issue | 486.24 |
Premium | 0.49% |
Premium p.a. | 0.73% |
Leverage | 4.69 |
Implied volatility | 0.54 |
ISIN | CH1305128444 |
Symbol | NVD7RZ |
Security | 130512844 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.01.2025 |
Underlying | NVIDIA Rg, US67066G1040 |
Underlying ISIN | US67066G1040 |
Strike | 570.00 |
C/P type | put |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 50 |
Value day | 21.12.2023 |
Premium | 48.53% |
Premium p.a. | 73.49% |
Leverage | 119.31 |
Implied volatility | 54.44% |
Moneyness | out-of-the-money |
Leverage | 4.6861 |
Delta | -0.0393 |
Gamma | 0.0000 |
Theta | -0.0014 |
Rho | -0.0049 |
Vega | 0.0136 |
Fair value | 0.17 |
Intrinsic value | n.a. |
Break-even | 560.87 |
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 |