Last price paid | 0.02 | |
Change | -20.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 13.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 23.10.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -95.16% |
Year to date (YTD) | -93.33% |
1 month | n.a. |
3 months | -88.89% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.31 |
Underlying price on issue | 87.19 |
Premium | 0.10% |
Premium p.a. | 0.90% |
Leverage | 30.17 |
Implied volatility | 0.22 |
ISIN | CH1281034160 |
Symbol | NOVL2Z |
Security | 128103416 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Novartis N, CH0012005267 |
Underlying ISIN | CH0012005267 |
Strike | 84.00 |
C/P type | put |
Subscription ratio | 15.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 15 |
Value day | 16.10.2023 |
Premium | 10.32% |
Premium p.a. | 89.67% |
Leverage | 444.91 |
Implied volatility | 21.81% |
Moneyness | out-of-the-money |
Leverage | 30.1659 |
Delta | -0.0678 |
Gamma | 0.0013 |
Theta | -0.0007 |
Rho | -0.0005 |
Vega | 0.0029 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 83.79 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.80 |
LOGITECH INT. | 83.26 |
Swiss Re | 109.65 |
Givaudan | 4'152.00 |
NOVARTIS N | 93.45 |
Name | Price |
---|---|
SONOVA HLDG N | 292.50 |
Alcon AG | 80.08 |
Partners Group Ho... | 1'266.00 |
ABB Ltd | 47.31 |
GEBERIT N | 562.00 |