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ZKB Call Warrant auf
Novartis AG

ISIN: CH1281033030 Security: 128103303 Symbol: NOVUVZ Life cycle
Secondary market

Bid Price 0.005

Ask Price 0.015

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 29.05.2024 10:05:18

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 0.005 0.015
Volume 1'000'000.00 250'000.00
Date/time 29.05.24 10:05 29.05.24 10:02

Current data

Last price paid 0.015
Change -25.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 03.05.2024 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 -88.89%
Year to date (YTD) -50.00%
1 month n.a.
3 months -62.50%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.09
Underlying price on issue87.81
Premium0.10%
Premium p.a.1.24%
Leverage40.00
Implied volatility0.21

Reference data

ISIN CH1281033030
Symbol NOVUVZ
Security 128103303
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Novartis N, CH0012005267
Underlying ISIN CH0012005267
Strike 100.00
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 10.23%
Premium p.a. 124.41%
Leverage 648.93
Implied volatility 20.95%
Moneyness out-of-the-money
Leverage 40.0041
Delta 0.0616
Gamma 0.0016
Theta -0.0008
Rho 0.0003
Vega 0.0022
Fair value 0.01
Intrinsic value n.a.
Break-even 100.14
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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