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ZKB Call Warrant auf
Novartis AG

ISIN: CH1305128030 Security: 130512803 Symbol: NOV6HZ Life cycle
Secondary market

Bid Price 1.36

Ask Price 1.37

Currency CHF

Exchange SIX Structured Products

Volume 225'000.00

Volume 225'000.00

Date/time (delayed) 17.05.2024 03:05:26

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 1.36 1.37
Volume 225'000.00 225'000.00
Date/time 17.05.24 15:05 17.05.24 15:05

Current data

Last price paid 1.30
Change -5.11% [ -0.07 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 16.05.2024 17:20

Life cycle

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

Performance

Perf. since issue +86.99%
Year to date (YTD) +78.08%
1 month +52.94%
3 months +44.44%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.73
Underlying price on issue84.81
Premium0.05%
Premium p.a.0.03%
Leverage4.64
Implied volatility0.21

Reference data

ISIN CH1305128030
Symbol NOV6HZ
Security 130512803
Exchange SIX Structured Products
Currency CHF
Expiry 05.01.2026
Underlying Novartis N, CH0012005267
Underlying ISIN CH0012005267
Strike 84.00
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 4.53%
Premium p.a. 2.74%
Leverage 6.84
Implied volatility 20.59%
Moneyness in-the-money
Leverage 4.6368
Delta 0.6775
Gamma 0.0015
Theta -0.0005
Rho 0.0590
Vega 0.0407
Fair value 0.42
Intrinsic value n.a.
Break-even 97.65
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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