Last price paid | 0.49 | |
Change | +2.08% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 20.09.2024 17:20 |
Fixing | 20.06.2025 |
Settlement date | 24.01.2024 |
Last trading | 20.06.2025 |
Final fixing | 20.06.2025 |
Currency redemption | CHF |
Perf. since issue | +37.50% |
Year to date (YTD) | n.a. |
1 month | -12.50% |
3 months | +28.95% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.36 |
Underlying price on issue | 93.19 |
Premium | 0.03% |
Premium p.a. | 0.04% |
Leverage | 6.51 |
Implied volatility | 0.22 |
ISIN | CH1305130812 |
Symbol | NOV4IZ |
Security | 130513081 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.06.2025 |
Underlying | Novartis N, CH0012005267 |
Underlying ISIN | CH0012005267 |
Strike | 92.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 17.01.2024 |
Premium | 3.06% |
Premium p.a. | 3.99% |
Leverage | 9.99 |
Implied volatility | 21.51% |
Moneyness | in-the-money |
Leverage | 6.5110 |
Delta | 0.6520 |
Gamma | 0.0011 |
Theta | -0.0004 |
Rho | 0.0138 |
Vega | 0.0151 |
Fair value | 0.15 |
Intrinsic value | n.a. |
Break-even | 101.90 |
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 |