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ZKB Put Warrant auf
Novartis AG

ISIN: CH1281033139 Security: 128103313 Symbol: NOV35Z Life cycle
Secondary market

Bid Price 0.035

Ask Price 0.045

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 29.05.2024 10:05:17

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 0.035 0.045
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 0.035
Change -12.50% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 21.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date11.10.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -84.62%
Year to date (YTD) -85.42%
1 month -73.08%
3 months -68.18%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.26
Underlying price on issue87.80
Premium0.13%
Premium p.a.0.38%
Leverage17.71
Implied volatility0.19

Reference data

ISIN CH1281033139
Symbol NOV35Z
Security 128103313
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Novartis N, CH0012005267
Underlying ISIN CH0012005267
Strike 80.00
C/P type put
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 12.53%
Premium p.a. 37.80%
Leverage 162.18
Implied volatility 19.46%
Moneyness out-of-the-money
Leverage 17.7067
Delta -0.1092
Gamma 0.0013
Theta -0.0005
Rho -0.0025
Vega 0.0070
Fair value 0.04
Intrinsic value n.a.
Break-even 79.44
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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