Last price paid | 0.12 | |
Change | -20.00% [ -0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.05.2024 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 | -70.51% |
Year to date (YTD) | n.a. |
1 month | -81.82% |
3 months | -83.78% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.39 |
Underlying price on issue | 94.01 |
Premium | 0.03% |
Premium p.a. | 0.22% |
Leverage | 29.55 |
Implied volatility | 0.14 |
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 | 2.63% |
Premium p.a. | 21.78% |
Leverage | 81.13 |
Implied volatility | 13.93% |
Moneyness | out-of-the-money |
Leverage | 29.5450 |
Delta | -0.3642 |
Gamma | 0.0083 |
Theta | -0.0018 |
Rho | -0.0042 |
Vega | 0.0122 |
Fair value | 0.12 |
Intrinsic value | n.a. |
Break-even | 90.85 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 532.20 |
SONOVA HLDG N | 297.50 |
Partners Group Ho... | 1'279.00 |
GEBERIT N | 566.20 |
Sika AG | 283.40 |
Name | Price |
---|---|
NOVARTIS N | 93.30 |
Compagnie Financi... | 136.55 |
LOGITECH INT. | 80.60 |
ZURICH INSURANCE | 453.30 |
Swiss Re | 103.70 |