Last price paid | 0.16 | |
Change | +6.67% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 31.07.2024 17:20 |
Fixing | 16.08.2024 |
Settlement date | 11.07.2024 |
Last trading | 16.08.2024 |
Final fixing | 16.08.2024 |
Currency redemption | CHF |
Perf. since issue | -21.43% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.21 |
Underlying price on issue | 97.30 |
Premium | 0.01% |
Premium p.a. | 0.17% |
Leverage | 34.94 |
Implied volatility | 0.13 |
ISIN | CH1338515799 |
Symbol | NOVJUZ |
Security | 133851579 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 23.08.2024 |
Underlying | Novartis N, CH0012005267 |
Underlying ISIN | CH0012005267 |
Strike | 98.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 04.07.2024 |
Premium | 1.09% |
Premium p.a. | 17.23% |
Leverage | 59.75 |
Implied volatility | 13.18% |
Moneyness | in-the-money |
Leverage | 34.9362 |
Delta | 0.5848 |
Gamma | 0.0119 |
Theta | -0.0030 |
Rho | 0.0035 |
Vega | 0.0096 |
Fair value | 0.11 |
Intrinsic value | n.a. |
Break-even | 99.65 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 587.40 |
Givaudan | 4'307.00 |
ABB Ltd | 48.78 |
Partners Group Ho... | 1'184.50 |
SONOVA HLDG N | 269.30 |
Name | Price |
---|---|
Sika AG | 266.80 |
Swiss Re | 108.45 |
ZURICH INSURANCE | 483.20 |
Compagnie Financi... | 134.00 |
UBS | 26.66 |