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ZKB Call Warrant auf
Novartis AG

ISIN: CH1281035597 Security: 128103559 Symbol: NOVM5Z Life cycle
Secondary market

Bid Price 0.46

Ask Price 0.47

Currency CHF

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

Date/time (delayed) 27.05.2024 01:41:25

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 19.10.2023
Key Information Document DE 19.10.2023
Key Information Document EN 19.10.2023
Key Information Document FR 19.10.2023
Key Information Document IT 19.10.2023

Price data

  Bid Ask
Price 0.46 0.47
Volume 250'000.00 250'000.00
Date/time 27.05.24 13:41 27.05.24 13:41

Current data

Last price paid 0.45
Change -15.09% [ -0.08 ]
Last traded volume n.a. Unit
Cumulative volume 10'000.00 Unit
Date/time 24.05.2024 17:15

Life cycle

Fixing20.09.2024
Settlement date26.10.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue +19.23%
Year to date (YTD) +125.00%
1 month +18.42%
3 months +2.27%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.39
Underlying price on issue86.32
Premium0.03%
Premium p.a.0.09%
Leverage12.32
Implied volatility0.16

Reference data

ISIN CH1281035597
Symbol NOVM5Z
Security 128103559
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Novartis N, CH0012005267
Underlying ISIN CH0012005267
Strike 90.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 19.10.2023

Key figures

Premium 3.07%
Premium p.a. 9.11%
Leverage 19.75
Implied volatility 16.12%
Moneyness in-the-money
Leverage 12.3191
Delta 0.6238
Gamma 0.0044
Theta -0.0015
Rho 0.0177
Vega 0.0202
Fair value 0.28
Intrinsic value n.a.
Break-even 94.65
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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