Last price paid | 0.12 | |
Change | -20.00% [ -0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 06.08.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 24.06.2024 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -84.03% |
Year to date (YTD) | n.a. |
1 month | -77.36% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.72 |
Underlying price on issue | 130.62 |
Premium | 0.29% |
Premium p.a. | 2.37% |
Leverage | 8.20 |
Implied volatility | 0.69 |
ISIN | CH1338510246 |
Symbol | NVDXQZ |
Security | 133851024 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | NVIDIA Rg, US67066G1040 |
Underlying ISIN | US67066G1040 |
Strike | 132.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 14.06.2024 |
Premium | 28.58% |
Premium p.a. | 237.06% |
Leverage | 39.40 |
Implied volatility | 69.48% |
Moneyness | out-of-the-money |
Leverage | 8.2023 |
Delta | 0.2082 |
Gamma | 0.0005 |
Theta | -0.0037 |
Rho | 0.0008 |
Vega | 0.0045 |
Fair value | 0.12 |
Intrinsic value | n.a. |
Break-even | 134.66 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
UBS | 24.72 |
NOVARTIS N | 96.74 |
Holcim | 76.18 |
Sika AG | 248.40 |
Partners Group Ho... | 1'115.50 |
Name | Price |
---|---|
SWISSCOM N | 521.50 |
Givaudan | 4'140.00 |
Nestlé SA | 89.28 |
GEBERIT N | 526.80 |
Compagnie Financi... | 125.35 |