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ZKB Put Warrant auf
Novartis AG

ISIN: CH1281033196 Security: 128103319 Symbol: NOVVZZ Life cycle
Secondary market

Bid Price 0.11

Ask Price 0.12

Currency CHF

Exchange SIX Structured Products

Volume 875'000.00

Volume 875'000.00

Date/time (delayed) 16.05.2024 05:15:01

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 0.11 0.12
Volume 875'000.00 875'000.00
Date/time 16.05.24 17:15 16.05.24 17:15

Current data

Last price paid 0.11
Change -8.33% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 14.05.2024 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 -76.53%
Year to date (YTD) -78.85%
1 month -66.67%
3 months -70.27%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.49
Underlying price on issue87.80
Premium0.07%
Premium p.a.0.18%
Leverage15.49
Implied volatility0.17

Reference data

ISIN CH1281033196
Symbol NOVVZZ
Security 128103319
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Novartis N, CH0012005267
Underlying ISIN CH0012005267
Strike 88.00
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 6.73%
Premium p.a. 18.32%
Leverage 57.53
Implied volatility 16.57%
Moneyness out-of-the-money
Leverage 15.4929
Delta -0.2693
Gamma 0.0025
Theta -0.0007
Rho -0.0070
Vega 0.0132
Fair value 0.12
Intrinsic value n.a.
Break-even 86.39
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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