Last price paid | 0.31 | |
Change | +3.33% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.05.2024 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 | -87.65% |
Year to date (YTD) | -85.17% |
1 month | -36.73% |
3 months | -65.17% |
1 year | n.a. |
3 years | n.a. |
Issue price | 2.55 |
Underlying price on issue | 486.24 |
Premium | 0.41% |
Premium p.a. | 0.59% |
Leverage | 4.16 |
Implied volatility | 0.53 |
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 | 40.99% |
Premium p.a. | 58.67% |
Leverage | 54.00 |
Implied volatility | 52.65% |
Moneyness | out-of-the-money |
Leverage | 4.1630 |
Delta | -0.0771 |
Gamma | 0.0000 |
Theta | -0.0019 |
Rho | -0.0091 |
Vega | 0.0206 |
Fair value | 0.32 |
Intrinsic value | n.a. |
Break-even | 552.66 |
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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