Last price paid | 0.075 | |
Change | -55.88% [ -0.10 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 16.05.2024 17:20 |
Fixing | 17.05.2024 |
Settlement date | 04.03.2024 |
Last trading | 17.05.2024 |
Final fixing | 17.05.2024 |
Currency redemption | CHF |
Perf. since issue | -65.00% |
Year to date (YTD) | n.a. |
1 month | +87.50% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.20 |
Underlying price on issue | 91.86 |
Premium | 0.00% |
Premium p.a. | 0.03% |
Leverage | 104.32 |
Implied volatility | 0.04 |
ISIN | CH1305140605 |
Symbol | NOVR4Z |
Security | 130514060 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.05.2024 |
Underlying | Novartis N, CH0012005267 |
Underlying ISIN | CH0012005267 |
Strike | 92.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 26.02.2024 |
Premium | 0.09% |
Premium p.a. | 2.87% |
Leverage | 132.31 |
Implied volatility | 3.71% |
Moneyness | in-the-money |
Leverage | 104.3185 |
Delta | 0.7884 |
Gamma | 0.0365 |
Theta | -0.0009 |
Rho | 0.0024 |
Vega | 0.0034 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 92.70 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 107.65 |
ZURICH INSURANCE | 469.10 |
ROCHE GS | 234.80 |
LOGITECH INT. | 81.60 |
Swiss Life Hldg | 662.60 |
Name | Price |
---|---|
Holcim | 78.44 |
ABB Ltd | 47.65 |
UBS | 27.42 |
Lonza Group | 527.40 |
NOVARTIS N | 92.62 |