Last price paid | 0.49 | |
Change | +8.89% [ +0.04 ] | |
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 | -34.87% |
Year to date (YTD) | n.a. |
1 month | +145.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.76 |
Underlying price on issue | 954.39 |
Premium | 0.25% |
Premium p.a. | 0.71% |
Leverage | 6.37 |
Implied volatility | 0.47 |
ISIN | CH1305143765 |
Symbol | NVD6EZ |
Security | 130514376 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | NVIDIA Rg, US67066G1040 |
Underlying ISIN | US67066G1040 |
Strike | 1'250.00 |
C/P type | call |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 100 |
Value day | 08.03.2024 |
Premium | 24.66% |
Premium p.a. | 71.45% |
Leverage | 19.32 |
Implied volatility | 46.85% |
Moneyness | out-of-the-money |
Leverage | 6.3657 |
Delta | 0.3295 |
Gamma | 0.0000 |
Theta | -0.0042 |
Rho | 0.0092 |
Vega | 0.0203 |
Fair value | 0.50 |
Intrinsic value | n.a. |
Break-even | 1'304.16 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Holcim | 80.24 |
Swiss Life Hldg | 630.80 |
KUEHNE & NAGEL | 245.80 |
UBS | 28.16 |
Compagnie Financi... | 143.35 |
Name | Price |
---|---|
Partners Group Ho... | 1'233.50 |
NOVARTIS N | 91.74 |
SONOVA HLDG N | 294.20 |
Nestlé SA | 92.42 |
Alcon AG | 82.02 |