Last price paid | 0.24 | |
Change | +20.00% [ +0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 24.06.2024 17:20 |
Fixing | 20.06.2025 |
Settlement date | 17.01.2024 |
Last trading | 20.06.2025 |
Final fixing | 20.06.2025 |
Currency redemption | CHF |
Perf. since issue | +30.56% |
Year to date (YTD) | n.a. |
1 month | +33.33% |
3 months | +118.18% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.18 |
Underlying price on issue | 91.02 |
Premium | 0.09% |
Premium p.a. | 0.09% |
Leverage | 8.19 |
Implied volatility | 0.19 |
ISIN | CH1305130333 |
Symbol | NOVK3Z |
Security | 130513033 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.06.2025 |
Underlying | Novartis N, CH0012005267 |
Underlying ISIN | CH0012005267 |
Strike | 100.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 10.01.2024 |
Premium | 9.14% |
Premium p.a. | 9.12% |
Leverage | 20.41 |
Implied volatility | 19.10% |
Moneyness | out-of-the-money |
Leverage | 8.1902 |
Delta | 0.4013 |
Gamma | 0.0011 |
Theta | -0.0004 |
Rho | 0.0134 |
Vega | 0.0181 |
Fair value | 0.24 |
Intrinsic value | n.a. |
Break-even | 104.70 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 274.80 |
Sika AG | 260.00 |
KUEHNE & NAGEL | 260.40 |
Lonza Group | 486.30 |
GEBERIT N | 541.00 |
Name | Price |
---|---|
Compagnie Financi... | 142.15 |
ROCHE GS | 249.60 |
Nestlé SA | 92.90 |
ZURICH INSURANCE | 480.20 |
Swiss Re | 111.50 |