Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 10.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 20.06.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -99.23% |
Year to date (YTD) | -95.59% |
1 month | n.a. |
3 months | -76.92% |
1 year | n.a. |
3 years | n.a. |
Issue price | 1.30 |
Underlying price on issue | 392.12 |
Premium | 0.62% |
Premium p.a. | 6.45% |
Leverage | 7.34 |
Implied volatility | 1.26 |
ISIN | CH1268370454 |
Symbol | NVDIIZ |
Security | 126837045 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | NVIDIA Rg, US67066G1040 |
Underlying ISIN | US67066G1040 |
Strike | 400.00 |
C/P type | put |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 50 |
Value day | 12.06.2023 |
Premium | 61.80% |
Premium p.a. | 644.51% |
Leverage | 1'912.68 |
Implied volatility | 126.20% |
Moneyness | out-of-the-money |
Leverage | 7.3433 |
Delta | -0.0038 |
Gamma | 0.0000 |
Theta | -0.0012 |
Rho | -0.0001 |
Vega | 0.0007 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 399.45 |
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 |