Last price paid | 0.47 | |
Change | -2.08% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 28.06.2024 17:20 |
Fixing | 20.06.2025 |
Settlement date | 29.05.2024 |
Last trading | 20.06.2025 |
Final fixing | 20.06.2025 |
Currency redemption | CHF |
Perf. since issue | -18.42% |
Year to date (YTD) | n.a. |
1 month | -29.85% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.57 |
Underlying price on issue | 93.44 |
Premium | 0.11% |
Premium p.a. | 0.11% |
Leverage | 7.23 |
Implied volatility | 0.18 |
ISIN | CH1338504538 |
Symbol | NOVTFZ |
Security | 133850453 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.06.2025 |
Underlying | Novartis N, CH0012005267 |
Underlying ISIN | CH0012005267 |
Strike | 90.00 |
C/P type | put |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 22.05.2024 |
Premium | 11.25% |
Premium p.a. | 11.28% |
Leverage | 20.68 |
Implied volatility | 18.29% |
Moneyness | out-of-the-money |
Leverage | 7.2264 |
Delta | -0.3494 |
Gamma | 0.0021 |
Theta | -0.0010 |
Rho | -0.0380 |
Vega | 0.0348 |
Fair value | 0.47 |
Intrinsic value | n.a. |
Break-even | 85.35 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'154.00 |
SWISSCOM N | 505.50 |
NOVARTIS N | 96.17 |
Lonza Group | 490.40 |
SONOVA HLDG N | 277.60 |
Name | Price |
---|---|
Givaudan | 4'260.00 |
Compagnie Financi... | 140.25 |
GEBERIT N | 530.80 |
Sika AG | 257.20 |
Nestlé SA | 91.72 |