Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 02.04.2024 17:20 |
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) | -91.67% |
1 month | -40.00% |
3 months | -91.67% |
1 year | n.a. |
3 years | n.a. |
Issue price | 1.05 |
Underlying price on issue | 378.67 |
Premium | 0.63% |
Premium p.a. | 5.44% |
Leverage | 7.00 |
Implied volatility | 1.19 |
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 | 62.61% |
Premium p.a. | 544.09% |
Leverage | 1'697.07 |
Implied volatility | 119.34% |
Moneyness | out-of-the-money |
Leverage | 7.0007 |
Delta | -0.0041 |
Gamma | 0.0000 |
Theta | -0.0010 |
Rho | -0.0001 |
Vega | 0.0007 |
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 |
---|---|
Compagnie Financi... | 144.75 |
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SONOVA HLDG N | 291.20 |
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