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ZKB Put Warrant auf
NVIDIA Corp

ISIN: CH1268383382 Security: 126838338 Symbol: NVD66Z Life cycle
Secondary market

Bid Price 0.015

Ask Price 0.025

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 14.08.2023
Key Information Document DE 14.08.2023
Key Information Document EN 14.08.2023
Key Information Document FR 14.08.2023
Key Information Document IT 14.08.2023

Price data

  Bid Ask
Price 0.015 0.025
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 0.025
Change -16.67% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 15.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date21.08.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -98.55%
Year to date (YTD) -95.00%
1 month n.a.
3 months -82.14%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price1.38
Underlying price on issue408.61
Premium0.57%
Premium p.a.1.57%
Leverage6.73
Implied volatility0.65

Reference data

ISIN CH1268383382
Symbol NVD66Z
Security 126838338
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying NVIDIA Rg, US67066G1040
Underlying ISIN US67066G1040
Strike 400.00
C/P type put
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 50
Value day 14.08.2023

Key figures

Premium 57.25%
Premium p.a. 157.13%
Leverage 847.34
Implied volatility 64.59%
Moneyness out-of-the-money
Leverage 6.7307
Delta -0.0079
Gamma 0.0000
Theta -0.0005
Rho -0.0004
Vega 0.0022
Fair value 0.02
Intrinsic value n.a.
Break-even 398.90
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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