Last price paid | 0.20 | |
Change | +17.65% [ +0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 28.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 30.01.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -44.87% |
Year to date (YTD) | n.a. |
1 month | -42.86% |
3 months | -64.29% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.39 |
Underlying price on issue | 94.01 |
Premium | 0.01% |
Premium p.a. | 0.13% |
Leverage | 25.14 |
Implied volatility | 0.15 |
ISIN | CH1305132461 |
Symbol | NOVF8Z |
Security | 130513246 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Novartis N, CH0012005267 |
Underlying ISIN | CH0012005267 |
Strike | 92.00 |
C/P type | put |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 23.01.2024 |
Premium | 1.10% |
Premium p.a. | 13.39% |
Leverage | 42.26 |
Implied volatility | 15.07% |
Moneyness | in-the-money |
Leverage | 25.1410 |
Delta | -0.5950 |
Gamma | 0.0098 |
Theta | -0.0023 |
Rho | -0.0046 |
Vega | 0.0101 |
Fair value | 0.10 |
Intrinsic value | n.a. |
Break-even | 89.85 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 485.00 |
UBS | 28.02 |
Partners Group Ho... | 1'196.00 |
Holcim | 79.30 |
LOGITECH INT. | 86.44 |