Last price paid | 1.39 | |
Change | -4.14% [ -0.06 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 25.06.2024 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 | -3.44% |
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. | 0.15% |
Leverage | 2.17 |
Implied volatility | 0.52 |
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 | 11.31% |
Premium p.a. | 15.02% |
Leverage | 4.48 |
Implied volatility | 51.51% |
Moneyness | in-the-money |
Leverage | 2.1748 |
Delta | -0.4860 |
Gamma | 0.0004 |
Theta | -0.0014 |
Rho | -0.0205 |
Vega | 0.0194 |
Fair value | 0.64 |
Intrinsic value | n.a. |
Break-even | 111.82 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 262.80 |
Lonza Group | 492.50 |
Sika AG | 261.00 |
SONOVA HLDG N | 274.10 |
NOVARTIS N | 96.58 |
Name | Price |
---|---|
Compagnie Financi... | 142.55 |
SWISSCOM N | 502.50 |
ZURICH INSURANCE | 482.70 |
Swiss Re | 111.85 |
Partners Group Ho... | 1'147.50 |