Last price paid | 0.38 | |
Change | -7.32% [ -0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.06.2024 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 | -1.39% |
Year to date (YTD) | n.a. |
1 month | +2.70% |
3 months | +72.73% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.36 |
Underlying price on issue | 93.19 |
Premium | 0.06% |
Premium p.a. | 0.06% |
Leverage | 6.80 |
Implied volatility | 0.20 |
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 | 6.44% |
Premium p.a. | 6.28% |
Leverage | 13.11 |
Implied volatility | 20.45% |
Moneyness | in-the-money |
Leverage | 6.8024 |
Delta | 0.5188 |
Gamma | 0.0011 |
Theta | -0.0004 |
Rho | 0.0158 |
Vega | 0.0181 |
Fair value | 0.30 |
Intrinsic value | n.a. |
Break-even | 99.10 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 479.30 |
Swiss Life Hldg | 645.60 |
ABB Ltd | 50.86 |
Givaudan | 4'343.00 |
Holcim | 80.98 |
Name | Price |
---|---|
Compagnie Financi... | 140.95 |
Nestlé SA | 94.40 |
NOVARTIS N | 92.95 |
Alcon AG | 78.40 |
SWISSCOM N | 495.80 |