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ZKB Call Warrant auf
Novartis AG

ISIN: CH1305128022 Security: 130512802 Symbol: NOV8BZ Life cycle
Secondary market

Bid Price 0.51

Ask Price 0.52

Currency CHF

Exchange SIX Structured Products

Volume 400'000.00

Volume 400'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 20.12.2023
Key Information Document DE 20.12.2023
Key Information Document EN 20.12.2023
Key Information Document FR 20.12.2023
Key Information Document IT 20.12.2023

Price data

  Bid Ask
Price 0.51 0.52
Volume 400'000.00 400'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.48
Change +6.67% [ +0.03 ]
Last traded volume n.a. Unit
Cumulative volume 500.00 Unit
Date/time 31.05.2024 17:15

Life cycle

Fixing19.12.2025
Settlement date29.12.2023
Last trading19.12.2025
Final fixing19.12.2025
Currency redemptionCHF

Performance

Perf. since issue +106.00%
Year to date (YTD) +84.62%
1 month +20.00%
3 months +37.14%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.25
Underlying price on issue84.81
Premium0.13%
Premium p.a.0.08%
Leverage6.97
Implied volatility0.18

Reference data

ISIN CH1305128022
Symbol NOV8BZ
Security 130512802
Exchange SIX Structured Products
Currency CHF
Expiry 05.01.2026
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 20.12.2023

Key figures

Premium 13.11%
Premium p.a. 8.01%
Leverage 18.05
Implied volatility 18.23%
Moneyness out-of-the-money
Leverage 6.9727
Delta 0.3863
Gamma 0.0018
Theta -0.0006
Rho 0.0415
Vega 0.0440
Fair value 0.52
Intrinsic value n.a.
Break-even 105.15
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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