Last price paid | 0.17 | |
Change | +13.33% [ +0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 11.10.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -20.45% |
Year to date (YTD) | +161.54% |
1 month | +240.00% |
3 months | +88.89% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.22 |
Underlying price on issue | 87.81 |
Premium | 0.01% |
Premium p.a. | 0.10% |
Leverage | 25.02 |
Implied volatility | 0.13 |
ISIN | CH1281033113 |
Symbol | NOV7HZ |
Security | 128103311 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Novartis N, CH0012005267 |
Underlying ISIN | CH0012005267 |
Strike | 92.00 |
C/P type | call |
Subscription ratio | 15.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 15 |
Value day | 04.10.2023 |
Premium | 1.16% |
Premium p.a. | 10.05% |
Leverage | 38.11 |
Implied volatility | 12.56% |
Moneyness | in-the-money |
Leverage | 25.0212 |
Delta | 0.6565 |
Gamma | 0.0066 |
Theta | -0.0014 |
Rho | 0.0048 |
Vega | 0.0083 |
Fair value | 0.08 |
Intrinsic value | n.a. |
Break-even | 94.45 |
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 |
Swiss Re | 110.10 |
Givaudan | 4'180.00 |
Nestlé SA | 96.62 |
LOGITECH INT. | 82.40 |
Name | Price |
---|---|
SONOVA HLDG N | 291.20 |
Partners Group Ho... | 1'258.00 |
KUEHNE & NAGEL | 247.80 |
Alcon AG | 80.08 |
GEBERIT N | 561.40 |