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ZKB Put Warrant auf
NVIDIA Corp

ISIN: CH1268386369 Security: 126838636 Symbol: NVD7DZ Life cycle
Secondary market

Bid Price 0.001

Ask Price 0.01

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 31.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 04.09.2023
Key Information Document DE 04.09.2023
Key Information Document EN 04.09.2023
Key Information Document FR 04.09.2023
Key Information Document IT 04.09.2023

Price data

  Bid Ask
Price 0.001 0.01
Volume 1'000'000.00 250'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.01
Change -33.33% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 21.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date11.09.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -99.66%
Year to date (YTD) -98.98%
1 month -66.67%
3 months -96.30%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price1.64
Underlying price on issue487.97
Premium0.54%
Premium p.a.7.06%
Leverage10.14
Implied volatility1.08

Reference data

ISIN CH1268386369
Symbol NVD7DZ
Security 126838636
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying NVIDIA Rg, US67066G1040
Underlying ISIN US67066G1040
Strike 500.00
C/P type put
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 50
Value day 04.09.2023

Key figures

Premium 54.18%
Premium p.a. 706.32%
Leverage 3'581.54
Implied volatility 108.11%
Moneyness out-of-the-money
Leverage 10.1440
Delta -0.0028
Gamma 0.0000
Theta -0.0009
Rho 0.0000
Vega 0.0005
Fair value 0.01
Intrinsic value n.a.
Break-even 499.70
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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