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ZKB Call Warrant auf
Novartis AG

ISIN: CH1305127750 Security: 130512775 Symbol: NOVUDZ Life cycle
Secondary market

Bid Price 0.63

Ask Price 0.64

Currency CHF

Exchange SIX Structured Products

Volume 400'000.00

Volume 400'000.00

Date/time (delayed) 17.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 19.12.2023
Key Information Document DE 19.12.2023
Key Information Document EN 19.12.2023
Key Information Document FR 19.12.2023
Key Information Document IT 19.12.2023

Price data

  Bid Ask
Price 0.63 0.64
Volume 400'000.00 400'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.63
Change +3.28% [ +0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 17:20

Life cycle

Fixing20.06.2025
Settlement date28.12.2023
Last trading20.06.2025
Final fixing20.06.2025
Currency redemptionCHF

Performance

Perf. since issue +92.42%
Year to date (YTD) +96.88%
1 month +65.79%
3 months +57.50%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.33
Underlying price on issue84.91
Premium0.04%
Premium p.a.0.03%
Leverage5.04
Implied volatility0.23

Reference data

ISIN CH1305127750
Symbol NOVUDZ
Security 130512775
Exchange SIX Structured Products
Currency CHF
Expiry 27.06.2025
Underlying Novartis N, CH0012005267
Underlying ISIN CH0012005267
Strike 84.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 20
Value day 19.12.2023

Key figures

Premium 3.57%
Premium p.a. 3.20%
Leverage 7.35
Implied volatility 22.79%
Moneyness in-the-money
Leverage 5.0363
Delta 0.6850
Gamma 0.0009
Theta -0.0003
Rho 0.0192
Vega 0.0165
Fair value 0.17
Intrinsic value n.a.
Break-even 96.70
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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