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ZKB Call Warrant auf
Novartis AG

ISIN: CH1281045869 Security: 128104586 Symbol: NOVMIZ Life cycle
Secondary market

Bid Price 0.23

Ask Price 0.24

Currency CHF

Exchange SIX Structured Products

Volume 500'000.00

Volume 500'000.00

Date/time (delayed) 31.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 01.12.2023
Key Information Document DE 01.12.2023
Key Information Document EN 01.12.2023
Key Information Document FR 01.12.2023
Key Information Document IT 01.12.2023

Price data

  Bid Ask
Price 0.23 0.24
Volume 500'000.00 500'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.23
Change +21.05% [ +0.04 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date08.12.2023
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue +56.67%
Year to date (YTD) +109.09%
1 month +27.78%
3 months +35.29%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.15
Underlying price on issue85.51
Premium0.10%
Premium p.a.0.16%
Leverage13.16
Implied volatility0.16

Reference data

ISIN CH1281045869
Symbol NOVMIZ
Security 128104586
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Novartis N, CH0012005267
Underlying ISIN CH0012005267
Strike 100.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 01.12.2023

Key figures

Premium 9.85%
Premium p.a. 16.35%
Leverage 39.65
Implied volatility 15.86%
Moneyness out-of-the-money
Leverage 13.1605
Delta 0.3319
Gamma 0.0032
Theta -0.0011
Rho 0.0172
Vega 0.0262
Fair value 0.24
Intrinsic value n.a.
Break-even 102.35
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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