Last price paid | 0.35 | |
Change | -7.89% [ -0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 16.05.2024 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 | +6.94% |
Year to date (YTD) | n.a. |
1 month | +66.67% |
3 months | +59.09% |
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 | 6.51 |
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 | 6.39% |
Premium p.a. | 5.73% |
Leverage | 12.17 |
Implied volatility | 20.22% |
Moneyness | in-the-money |
Leverage | 6.5052 |
Delta | 0.5345 |
Gamma | 0.0010 |
Theta | -0.0004 |
Rho | 0.0178 |
Vega | 0.0189 |
Fair value | 0.30 |
Intrinsic value | n.a. |
Break-even | 99.70 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.95 |
Swiss Re | 109.80 |
LOGITECH INT. | 82.64 |
NOVARTIS N | 93.65 |
ROCHE GS | 236.80 |
Name | Price |
---|---|
Partners Group Ho... | 1'259.50 |
ABB Ltd | 47.10 |
Alcon AG | 80.14 |
GEBERIT N | 561.20 |
SONOVA HLDG N | 295.40 |