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ZKB Put Warrant auf
Novartis AG

ISIN: CH1281047949 Security: 128104794 Symbol: NOV6WZ Life cycle
Secondary market

Bid Price 0.06

Ask Price 0.07

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 500'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 07.12.2023
Key Information Document DE 07.12.2023
Key Information Document EN 07.12.2023
Key Information Document FR 07.12.2023
Key Information Document IT 07.12.2023

Price data

  Bid Ask
Price 0.06 0.07
Volume 1'000'000.00 500'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.07
Change -6.67% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date14.12.2023
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -80.88%
Year to date (YTD) -77.42%
1 month -41.67%
3 months -56.25%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.34
Underlying price on issue84.32
Premium0.19%
Premium p.a.0.32%
Leverage12.28
Implied volatility0.21

Reference data

ISIN CH1281047949
Symbol NOV6WZ
Security 128104794
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Novartis N, CH0012005267
Underlying ISIN CH0012005267
Strike 76.00
C/P type put
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 07.12.2023

Key figures

Premium 19.13%
Premium p.a. 31.73%
Leverage 143.34
Implied volatility 21.37%
Moneyness out-of-the-money
Leverage 12.2782
Delta -0.0857
Gamma 0.0010
Theta -0.0005
Rho -0.0052
Vega 0.0113
Fair value 0.07
Intrinsic value n.a.
Break-even 75.35
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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