Last price paid | 1.32 | |
Change | +3.94% [ +0.05 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 11.07.2024 17:20 |
Fixing | 20.06.2025 |
Settlement date | 24.06.2024 |
Last trading | 20.06.2025 |
Final fixing | 20.06.2025 |
Currency redemption | CHF |
Perf. since issue | -8.62% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 1.45 |
Underlying price on issue | 130.52 |
Premium | 0.14% |
Premium p.a. | 0.15% |
Leverage | 1.83 |
Implied volatility | 0.54 |
ISIN | CH1338510311 |
Symbol | NVDOYZ |
Security | 133851031 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.06.2025 |
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 | 13.84% |
Premium p.a. | 14.69% |
Leverage | 4.32 |
Implied volatility | 54.30% |
Moneyness | in-the-money |
Leverage | 1.8301 |
Delta | -0.4237 |
Gamma | 0.0005 |
Theta | -0.0012 |
Rho | -0.0323 |
Vega | 0.0218 |
Fair value | 0.79 |
Intrinsic value | n.a. |
Break-even | 110.35 |
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 |