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ZKB Call Warrant auf
Novartis AG

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

Bid Price 0.24

Ask Price 0.25

Currency CHF

Exchange SIX Structured Products

Volume 400'000.00

Volume 400'000.00

Date/time (delayed) 16.07.2024 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 0.24 0.25
Volume 400'000.00 400'000.00
Date/time 16.07.24 17:15 16.07.24 17:15

Current data

Last price paid 0.25
Change -7.41% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 16.07.2024 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 +75.00%
Year to date (YTD) +354.55%
1 month +66.67%
3 months +316.67%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.14
Underlying price on issue87.19
Premium0.03%
Premium p.a.0.13%
Leverage16.67
Implied volatility0.16

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 2.56%
Premium p.a. 12.79%
Leverage 28.83
Implied volatility 16.07%
Moneyness in-the-money
Leverage 16.6728
Delta 0.5782
Gamma 0.0039
Theta -0.0015
Rho 0.0077
Vega 0.0124
Fair value 0.18
Intrinsic value n.a.
Break-even 101.43
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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