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ZKB Put Warrant auf
NVIDIA Corp

ISIN: CH1281052394 Security: 128105239 Symbol: NVD4WZ Life cycle
Secondary market

Bid Price 0.10

Ask Price 0.11

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 18.12.2023
Key Information Document DE 18.12.2023
Key Information Document EN 18.12.2023
Key Information Document FR 18.12.2023
Key Information Document IT 18.12.2023

Price data

  Bid Ask
Price 0.10 0.11
Volume 500'000.00 500'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.10
Change +11.11% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing17.01.2025
Settlement date27.12.2023
Last trading17.01.2025
Final fixing17.01.2025
Currency redemptionCHF

Performance

Perf. since issue -93.60%
Year to date (YTD) -92.81%
1 month -65.52%
3 months -73.68%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price1.64
Underlying price on issue490.52
Premium0.55%
Premium p.a.0.83%
Leverage4.68
Implied volatility0.58

Reference data

ISIN CH1281052394
Symbol NVD4WZ
Security 128105239
Exchange SIX Structured Products
Currency CHF
Expiry 27.01.2025
Underlying NVIDIA Rg, US67066G1040
Underlying ISIN US67066G1040
Strike 500.00
C/P type put
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 50
Value day 18.12.2023

Key figures

Premium 54.57%
Premium p.a. 82.65%
Leverage 187.25
Implied volatility 57.75%
Moneyness out-of-the-money
Leverage 4.6837
Delta -0.0250
Gamma 0.0000
Theta -0.0010
Rho -0.0030
Vega 0.0094
Fair value 0.11
Intrinsic value n.a.
Break-even 494.19
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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