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ZKB Call Warrant auf
Novartis AG

ISIN: CH1281034103 Security: 128103410 Symbol: NOVXDZ Life cycle
Secondary market

Bid Price 0.10

Ask Price 0.11

Currency CHF

Exchange SIX Structured Products

Volume 775'000.00

Volume 775'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 16.10.2023
Key Information Document DE 16.10.2023
Key Information Document EN 16.10.2023
Key Information Document FR 16.10.2023
Key Information Document IT 16.10.2023

Price data

  Bid Ask
Price 0.10 0.11
Volume 775'000.00 775'000.00
Date/time 16.05.24 17:15 16.05.24 17:15

Current data

Last price paid 0.11
Change -15.38% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 16.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date23.10.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -25.00%
Year to date (YTD) +100.00%
1 month +83.33%
3 months +46.67%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.14
Underlying price on issue87.19
Premium0.07%
Premium p.a.0.20%
Leverage18.71
Implied volatility0.15

Reference data

ISIN CH1281034103
Symbol NOVXDZ
Security 128103410
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Novartis N, CH0012005267
Underlying ISIN CH0012005267
Strike 98.00
C/P type call
Subscription ratio 15.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 15
Value day 16.10.2023

Key figures

Premium 7.44%
Premium p.a. 20.27%
Leverage 62.98
Implied volatility 14.63%
Moneyness out-of-the-money
Leverage 18.7069
Delta 0.2970
Gamma 0.0030
Theta -0.0008
Rho 0.0068
Vega 0.0139
Fair value 0.11
Intrinsic value n.a.
Break-even 99.47
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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