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ZKB Put Warrant auf
NVIDIA Corp

ISIN: CH1268374522 Security: 126837452 Symbol: NVDVPZ Life cycle
Secondary market

Bid Price 0.005

Ask Price 0.015

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 17.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 20.06.2023
Key Information Document DE 20.06.2023
Key Information Document EN 20.06.2023
Key Information Document FR 20.06.2023
Key Information Document IT 20.06.2023

Price data

  Bid Ask
Price 0.005 0.015
Volume 1'000'000.00 250'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.015
Change -25.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 14.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date27.06.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -99.32%
Year to date (YTD) -96.51%
1 month n.a.
3 months -82.35%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price1.47
Underlying price on issue423.64
Premium0.55%
Premium p.a.4.79%
Leverage8.50
Implied volatility0.99

Reference data

ISIN CH1268374522
Symbol NVDVPZ
Security 126837452
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying NVIDIA Rg, US67066G1040
Underlying ISIN US67066G1040
Strike 420.00
C/P type put
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 50
Value day 20.06.2023

Key figures

Premium 55.12%
Premium p.a. 478.99%
Leverage 1'697.07
Implied volatility 98.56%
Moneyness out-of-the-money
Leverage 8.4998
Delta -0.0050
Gamma 0.0000
Theta -0.0009
Rho -0.0001
Vega 0.0008
Fair value 0.01
Intrinsic value n.a.
Break-even 419.45
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

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