Last price paid | 0.02 | |
Change | -33.33% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 15.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 19.01.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -98.91% |
Year to date (YTD) | n.a. |
1 month | -71.43% |
3 months | -94.87% |
1 year | n.a. |
3 years | n.a. |
Issue price | 1.37 |
Underlying price on issue | 548.78 |
Premium | 0.40% |
Premium p.a. | 3.95% |
Leverage | 11.68 |
Implied volatility | 0.73 |
ISIN | CH1305130507 |
Symbol | NVDJYZ |
Security | 130513050 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | NVIDIA Rg, US67066G1040 |
Underlying ISIN | US67066G1040 |
Strike | 570.00 |
C/P type | put |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 50 |
Value day | 11.01.2024 |
Premium | 40.08% |
Premium p.a. | 395.35% |
Leverage | 1'157.42 |
Implied volatility | 73.37% |
Moneyness | out-of-the-money |
Leverage | 11.6769 |
Delta | -0.0101 |
Gamma | 0.0000 |
Theta | -0.0014 |
Rho | -0.0002 |
Vega | 0.0015 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 569.18 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 291.50 |
LOGITECH INT. | 86.32 |
Alcon AG | 82.44 |
Holcim | 79.02 |
GEBERIT N | 561.40 |
Name | Price |
---|---|
Compagnie Financi... | 140.60 |
Swiss Life Hldg | 616.40 |
ROCHE GS | 231.90 |
NOVARTIS N | 93.16 |
ABB Ltd | 48.11 |