Last price paid | 1.19 | |
Change | +4.39% [ +0.05 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 11.07.2024 17:20 |
Fixing | 21.03.2025 |
Settlement date | 24.06.2024 |
Last trading | 21.03.2025 |
Final fixing | 21.03.2025 |
Currency redemption | CHF |
Perf. since issue | -8.78% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 1.31 |
Underlying price on issue | 130.53 |
Premium | 0.11% |
Premium p.a. | 0.17% |
Leverage | 2.19 |
Implied volatility | 0.53 |
ISIN | CH1338510329 |
Symbol | NVDVQZ |
Security | 133851032 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.03.2025 |
Underlying | NVIDIA Rg, US67066G1040 |
Underlying ISIN | US67066G1040 |
Strike | 140.00 |
C/P type | put |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 14.06.2024 |
Premium | 11.46% |
Premium p.a. | 16.54% |
Leverage | 4.78 |
Implied volatility | 53.48% |
Moneyness | in-the-money |
Leverage | 2.1916 |
Delta | -0.4582 |
Gamma | 0.0005 |
Theta | -0.0014 |
Rho | -0.0242 |
Vega | 0.0189 |
Fair value | 0.66 |
Intrinsic value | n.a. |
Break-even | 113.26 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
GEBERIT N | 552.60 |
Lonza Group | 520.60 |
Alcon AG | 80.80 |
Holcim | 82.42 |
Compagnie Financi... | 141.35 |
Name | Price |
---|---|
Swiss Life Hldg | 677.60 |
KUEHNE & NAGEL | 259.60 |
LOGITECH INT. | 81.82 |
SWISSCOM N | 525.50 |
Swiss Re | 110.60 |