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ZKB Put Warrant auf 2023-20.09.2024 NVIDIA Corp
NVIDIA Corp

ISIN: CH1268387722 Security: 126838772 Symbol: NVDBAZ 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) 28.06.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 10.06.2024
Key Information Document DE 10.06.2024
Key Information Document EN 10.06.2024
Key Information Document FR 10.06.2024
Key Information Document IT 10.06.2024

Price data

  Bid Ask
Price 0.015 0.025
Volume 1'000'000.00 250'000.00
Date/time 28.06.24 17:15 28.06.24 17:15

Current data

Last price paid 0.025
Change -28.57% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 28.06.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date18.09.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -98.91%
Year to date (YTD) -97.52%
1 month 0.00%
3 months -77.27%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price1.84
Underlying price on issue458.15
Premiumn.a.
Premium p.a.n.a.
Leveragen.a.
Implied volatilityn.a.

Reference data

ISIN CH1268387722
Symbol NVDBAZ
Security 126838772
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying NVIDIA Rg, US67066G1040
Underlying ISIN US67066G1040
Strike 48.00
C/P type put
Subscription ratio 5.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 5
Value day 11.09.2023

Key figures

Premium n.a.
Premium p.a. n.a.
Leverage 113.57
Implied volatility n.a.
Moneyness in-the-money
Leverage n.a.
Delta n.a.
Gamma n.a.
Theta n.a.
Rho n.a.
Vega n.a.
Fair value -6.34
Intrinsic value n.a.
Break-even n.a.
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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