Last price paid | 0.01 | |
Change | -33.33% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 27.02.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 17.05.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -98.55% |
Year to date (YTD) | -71.43% |
1 month | n.a. |
3 months | -66.67% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.38 |
Underlying price on issue | 285.99 |
Premium | 0.81% |
Premium p.a. | 8.44% |
Leverage | 4.76 |
Implied volatility | 1.99 |
ISIN | CH1250731572 |
Symbol | NVDYQZ |
Security | 125073157 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | NVIDIA Rg, US67066G1040 |
Underlying ISIN | US67066G1040 |
Strike | 200.00 |
C/P type | put |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 50 |
Value day | 10.05.2023 |
Premium | 80.90% |
Premium p.a. | 843.71% |
Leverage | 3'477.25 |
Implied volatility | 199.33% |
Moneyness | out-of-the-money |
Leverage | 4.7637 |
Delta | -0.0014 |
Gamma | 0.0000 |
Theta | -0.0007 |
Rho | 0.0000 |
Vega | 0.0003 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 199.70 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'233.50 |
Holcim | 80.24 |
Swiss Life Hldg | 630.80 |
KUEHNE & NAGEL | 245.80 |
UBS | 28.16 |
Name | Price |
---|---|
NOVARTIS N | 91.74 |
SONOVA HLDG N | 294.20 |
Nestlé SA | 92.42 |
Alcon AG | 82.02 |
ROCHE GS | 230.40 |