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ZKB Put Warrant auf
NVIDIA Corp

ISIN: CH1305128378 Security: 130512837 Symbol: NVDREZ Life cycle
Secondary market

Bid Price 0.14

Ask Price 0.15

Currency CHF

Exchange SIX Structured Products

Volume 375'000.00

Volume 375'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 21.12.2023
Key Information Document DE 21.12.2023
Key Information Document EN 21.12.2023
Key Information Document FR 21.12.2023
Key Information Document IT 21.12.2023

Price data

  Bid Ask
Price 0.14 0.15
Volume 375'000.00 375'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.14
Change +16.67% [ +0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing17.01.2025
Settlement date03.01.2024
Last trading17.01.2025
Final fixing17.01.2025
Currency redemptionCHF

Performance

Perf. since issue -93.64%
Year to date (YTD) -92.55%
1 month -67.44%
3 months -74.55%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price2.28
Underlying price on issue486.24
Premium0.50%
Premium p.a.0.76%
Leverage4.70
Implied volatility0.55

Reference data

ISIN CH1305128378
Symbol NVDREZ
Security 130512837
Exchange SIX Structured Products
Currency CHF
Expiry 27.01.2025
Underlying NVIDIA Rg, US67066G1040
Underlying ISIN US67066G1040
Strike 550.00
C/P type put
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 50
Value day 21.12.2023

Key figures

Premium 50.18%
Premium p.a. 76.00%
Leverage 135.60
Implied volatility 55.23%
Moneyness out-of-the-money
Leverage 4.7006
Delta -0.0347
Gamma 0.0000
Theta -0.0013
Rho -0.0043
Vega 0.0123
Fair value 0.15
Intrinsic value n.a.
Break-even 541.98
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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