Last price paid | 0.025 | |
Change | +66.67% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 31.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 01.03.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -98.13% |
Year to date (YTD) | n.a. |
1 month | -96.75% |
3 months | -98.30% |
1 year | n.a. |
3 years | n.a. |
Issue price | 1.60 |
Underlying price on issue | 801.36 |
Premium | 0.27% |
Premium p.a. | 3.48% |
Leverage | 15.37 |
Implied volatility | 0.59 |
ISIN | CH1305139870 |
Symbol | NVDXJZ |
Security | 130513987 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | NVIDIA Rg, US67066G1040 |
Underlying ISIN | US67066G1040 |
Strike | 800.00 |
C/P type | put |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 50 |
Value day | 23.02.2024 |
Premium | 26.73% |
Premium p.a. | 348.48% |
Leverage | 656.20 |
Implied volatility | 59.26% |
Moneyness | out-of-the-money |
Leverage | 15.3689 |
Delta | -0.0234 |
Gamma | 0.0000 |
Theta | -0.0030 |
Rho | -0.0003 |
Vega | 0.0030 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 798.34 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 114.70 |
NOVARTIS N | 93.17 |
KUEHNE & NAGEL | 255.50 |
SWISSCOM N | 498.20 |
Nestlé SA | 95.56 |
Name | Price |
---|---|
Sika AG | 272.90 |
GEBERIT N | 550.40 |
Holcim | 78.78 |
Lonza Group | 486.40 |
Partners Group Ho... | 1'206.00 |