Last price paid | 0.39 | |
Change | +5.41% [ +0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.05.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 29.02.2024 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -68.65% |
Year to date (YTD) | n.a. |
1 month | -48.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 1.26 |
Underlying price on issue | 774.71 |
Premium | 0.28% |
Premium p.a. | 0.76% |
Leverage | 5.50 |
Implied volatility | 0.52 |
ISIN | CH1305139482 |
Symbol | NVD1OZ |
Security | 130513948 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | NVIDIA Rg, US67066G1040 |
Underlying ISIN | US67066G1040 |
Strike | 700.00 |
C/P type | put |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 50 |
Value day | 22.02.2024 |
Premium | 27.56% |
Premium p.a. | 75.65% |
Leverage | 43.04 |
Implied volatility | 52.19% |
Moneyness | out-of-the-money |
Leverage | 5.5043 |
Delta | -0.1279 |
Gamma | 0.0000 |
Theta | -0.0039 |
Rho | -0.0079 |
Vega | 0.0214 |
Fair value | 0.40 |
Intrinsic value | n.a. |
Break-even | 678.24 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.75 |
Swiss Re | 110.10 |
Givaudan | 4'180.00 |
Nestlé SA | 96.62 |
LOGITECH INT. | 82.40 |
Name | Price |
---|---|
SONOVA HLDG N | 291.20 |
Partners Group Ho... | 1'258.00 |
KUEHNE & NAGEL | 247.80 |
Alcon AG | 80.08 |
GEBERIT N | 561.40 |