Last price paid | 0.40 | |
Change | -4.76% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 24.05.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 15.03.2024 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -72.94% |
Year to date (YTD) | n.a. |
1 month | -70.59% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 1.09 |
Underlying price on issue | 954.61 |
Premium | 0.18% |
Premium p.a. | 0.55% |
Leverage | 6.42 |
Implied volatility | 0.43 |
ISIN | CH1305143898 |
Symbol | NVDM7Z |
Security | 130514389 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | NVIDIA Rg, US67066G1040 |
Underlying ISIN | US67066G1040 |
Strike | 900.00 |
C/P type | put |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 100 |
Value day | 08.03.2024 |
Premium | 18.50% |
Premium p.a. | 54.89% |
Leverage | 33.02 |
Implied volatility | 42.97% |
Moneyness | out-of-the-money |
Leverage | 6.4156 |
Delta | -0.1943 |
Gamma | 0.0000 |
Theta | -0.0024 |
Rho | -0.0061 |
Vega | 0.0155 |
Fair value | 0.30 |
Intrinsic value | n.a. |
Break-even | 867.75 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 248.80 |
ABB Ltd | 49.56 |
UBS | 28.29 |
Compagnie Financi... | 143.80 |
ROCHE GS | 231.10 |
Name | Price |
---|---|
SONOVA HLDG N | 290.40 |
Partners Group Ho... | 1'224.50 |
LOGITECH INT. | 87.80 |
GEBERIT N | 565.80 |
Lonza Group | 512.80 |