Last price paid | 0.06 | |
Change | +20.00% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | 30'000.00 Unit | |
Date/time | 17.05.2024 17:15 |
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 | -58.93% |
Year to date (YTD) | +50.00% |
1 month | +100.00% |
3 months | +20.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.14 |
Underlying price on issue | 87.81 |
Premium | 0.03% |
Premium p.a. | 0.31% |
Leverage | 36.88 |
Implied volatility | 0.13 |
ISIN | CH1281033055 |
Symbol | NOVS7Z |
Security | 128103305 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Novartis N, CH0012005267 |
Underlying ISIN | CH0012005267 |
Strike | 96.00 |
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 | 3.20% |
Premium p.a. | 30.77% |
Leverage | 116.52 |
Implied volatility | 13.36% |
Moneyness | out-of-the-money |
Leverage | 36.8809 |
Delta | 0.3165 |
Gamma | 0.0063 |
Theta | -0.0014 |
Rho | 0.0021 |
Vega | 0.0077 |
Fair value | 0.06 |
Intrinsic value | n.a. |
Break-even | 96.80 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 47.97 |
LOGITECH INT. | 83.34 |
Partners Group Ho... | 1'269.50 |
Alcon AG | 80.68 |
Holcim | 78.86 |
Name | Price |
---|---|
SONOVA HLDG N | 280.70 |
Nestlé SA | 95.68 |
SWISSCOM N | 500.50 |
UBS | 27.43 |
Swiss Re | 109.70 |