Last price paid | 0.005 | |
Change | -66.67% [ -0.01 ] | |
Last traded volume | 100.00 Unit | |
Cumulative volume | 100.00 Unit | |
Date/time | 23.05.2024 10:05 |
Fixing | 21.06.2024 |
Settlement date | 02.06.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -99.05% |
Year to date (YTD) | -97.22% |
1 month | n.a. |
3 months | -83.33% |
1 year | n.a. |
3 years | n.a. |
Issue price | 1.05 |
Underlying price on issue | 378.67 |
Premium | 0.67% |
Premium p.a. | 6.94% |
Leverage | 6.47 |
Implied volatility | 1.43 |
ISIN | CH1250737140 |
Symbol | NVDBFZ |
Security | 125073714 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | NVIDIA Rg, US67066G1040 |
Underlying ISIN | US67066G1040 |
Strike | 350.00 |
C/P type | put |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 50 |
Value day | 25.05.2023 |
Premium | 66.58% |
Premium p.a. | 694.37% |
Leverage | 1'912.49 |
Implied volatility | 142.69% |
Moneyness | out-of-the-money |
Leverage | 6.4704 |
Delta | -0.0034 |
Gamma | 0.0000 |
Theta | -0.0012 |
Rho | -0.0001 |
Vega | 0.0006 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 349.45 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Holcim | 80.24 |
Swiss Life Hldg | 630.80 |
KUEHNE & NAGEL | 245.80 |
UBS | 28.16 |
Compagnie Financi... | 143.35 |
Name | Price |
---|---|
Partners Group Ho... | 1'233.50 |
NOVARTIS N | 91.74 |
SONOVA HLDG N | 294.20 |
Nestlé SA | 92.42 |
Alcon AG | 82.02 |