Last price paid | 0.37 | |
Change | +23.33% [ +0.07 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.05.2024 17:20 |
Fixing | 17.05.2024 |
Settlement date | 28.02.2024 |
Last trading | 17.05.2024 |
Final fixing | 17.05.2024 |
Currency redemption | CHF |
Perf. since issue | +82.50% |
Year to date (YTD) | n.a. |
1 month | +428.57% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.20 |
Underlying price on issue | 89.60 |
Premium | 0.00% |
Premium p.a. | 0.11% |
Leverage | 21.34 |
Implied volatility | 0.21 |
ISIN | CH1305138666 |
Symbol | NOVV4Z |
Security | 130513866 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.05.2024 |
Underlying | Novartis N, CH0012005267 |
Underlying ISIN | CH0012005267 |
Strike | 90.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 21.02.2024 |
Premium | 0.38% |
Premium p.a. | 11.41% |
Leverage | 25.56 |
Implied volatility | 20.83% |
Moneyness | in-the-money |
Leverage | 21.3377 |
Delta | 0.8348 |
Gamma | 0.0070 |
Theta | -0.0039 |
Rho | 0.0024 |
Vega | 0.0042 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 93.65 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 532.20 |
SONOVA HLDG N | 297.50 |
Partners Group Ho... | 1'279.00 |
GEBERIT N | 566.20 |
Sika AG | 283.40 |
Name | Price |
---|---|
NOVARTIS N | 93.30 |
Compagnie Financi... | 136.55 |
LOGITECH INT. | 80.60 |
ZURICH INSURANCE | 453.30 |
Swiss Re | 103.70 |