Last price paid | 0.35 | |
Change | -10.26% [ -0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.06.2024 17:20 |
Fixing | 21.03.2025 |
Settlement date | 27.03.2024 |
Last trading | 21.03.2025 |
Final fixing | 21.03.2025 |
Currency redemption | CHF |
Perf. since issue | +102.94% |
Year to date (YTD) | n.a. |
1 month | +2.94% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.17 |
Underlying price on issue | 85.28 |
Premium | 0.11% |
Premium p.a. | 0.14% |
Leverage | 9.26 |
Implied volatility | 0.20 |
ISIN | CH1305147170 |
Symbol | NOVFDZ |
Security | 130514717 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.03.2025 |
Underlying | Novartis N, CH0012005267 |
Underlying ISIN | CH0012005267 |
Strike | 100.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 20.03.2024 |
Premium | 10.51% |
Premium p.a. | 13.51% |
Leverage | 27.13 |
Implied volatility | 20.22% |
Moneyness | out-of-the-money |
Leverage | 9.2581 |
Delta | 0.3412 |
Gamma | 0.0022 |
Theta | -0.0008 |
Rho | 0.0180 |
Vega | 0.0296 |
Fair value | 0.35 |
Intrinsic value | n.a. |
Break-even | 103.45 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
UBS | 27.50 |
Swiss Re | 110.15 |
ZURICH INSURANCE | 475.60 |
ABB Ltd | 50.32 |
Swiss Life Hldg | 637.60 |
Name | Price |
---|---|
Alcon AG | 78.56 |
SONOVA HLDG N | 271.70 |
Lonza Group | 472.80 |
NOVARTIS N | 93.54 |
Compagnie Financi... | 142.10 |