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ZKB Call Warrant auf
Novartis AG

ISIN: CH1281033048 Security: 128103304 Symbol: NOV6QZ 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 04.10.2023
Key Information Document DE 04.10.2023
Key Information Document EN 04.10.2023
Key Information Document FR 04.10.2023
Key Information Document IT 04.10.2023

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 19.03.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date11.10.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -81.67%
Year to date (YTD) -33.33%
1 month n.a.
3 months -33.33%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.03
Underlying price on issue87.81
Premium0.18%
Premium p.a.2.37%
Leverage32.63
Implied volatility0.30

Reference data

ISIN CH1281033048
Symbol NOV6QZ
Security 128103304
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Novartis N, CH0012005267
Underlying ISIN CH0012005267
Strike 110.00
C/P type call
Subscription ratio 15.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 15
Value day 04.10.2023

Key figures

Premium 18.15%
Premium p.a. 236.55%
Leverage 1'210.01
Implied volatility 30.18%
Moneyness out-of-the-money
Leverage 32.6299
Delta 0.0270
Gamma 0.0006
Theta -0.0006
Rho 0.0001
Vega 0.0011
Fair value 0.01
Intrinsic value n.a.
Break-even 110.08
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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