Last price paid | 0.27 | |
Change | +22.73% [ +0.05 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | 15'000.00 Unit | |
Date/time | 17.05.2024 17:15 |
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 | -82.81% |
Year to date (YTD) | n.a. |
1 month | -64.47% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 1.60 |
Underlying price on issue | 801.36 |
Premium | 0.16% |
Premium p.a. | 1.40% |
Leverage | 9.85 |
Implied volatility | 0.52 |
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 | 16.07% |
Premium p.a. | 139.64% |
Leverage | 61.75 |
Implied volatility | 52.46% |
Moneyness | out-of-the-money |
Leverage | 9.8457 |
Delta | -0.1595 |
Gamma | 0.0000 |
Theta | -0.0084 |
Rho | -0.0030 |
Vega | 0.0140 |
Fair value | 0.28 |
Intrinsic value | n.a. |
Break-even | 784.86 |
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 |