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ZKB Call Warrant auf
Novartis AG

ISIN: CH1281033113 Security: 128103311 Symbol: NOV7HZ Life cycle
Secondary market

Bid Price 0.23

Ask Price 0.24

Currency CHF

Exchange SIX Structured Products

Volume 275'000.00

Volume 275'000.00

Date/time (delayed) 07.06.2024 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 0.23 0.24
Volume 275'000.00 275'000.00
Date/time 07.06.24 17:15 07.06.24 17:15

Current data

Last price paid 0.23
Change +4.55% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 07.06.2024 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 +6.82%
Year to date (YTD) +253.85%
1 month +206.67%
3 months +109.09%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.22
Underlying price on issue87.81
Premium0.00%
Premium p.a.0.05%
Leverage24.81
Implied volatility0.13

Reference data

ISIN CH1281033113
Symbol NOV7HZ
Security 128103311
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Novartis N, CH0012005267
Underlying ISIN CH0012005267
Strike 92.00
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 0.29%
Premium p.a. 5.12%
Leverage 28.88
Implied volatility 12.74%
Moneyness in-the-money
Leverage 24.8075
Delta 0.8590
Gamma 0.0054
Theta -0.0013
Rho 0.0032
Vega 0.0036
Fair value 0.02
Intrinsic value n.a.
Break-even 95.29
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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