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ZKB Put Warrant auf
NVIDIA Corp

ISIN: CH1305128444 Security: 130512844 Symbol: NVD7RZ Life cycle
Secondary market

Bid Price 0.31

Ask Price 0.32

Currency CHF

Exchange SIX Structured Products

Volume 175'000.00

Volume 175'000.00

Date/time (delayed) 17.05.2024 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 0.31 0.32
Volume 175'000.00 175'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.31
Change +3.33% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 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 -87.65%
Year to date (YTD) -85.17%
1 month -36.73%
3 months -65.17%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price2.55
Underlying price on issue486.24
Premium0.41%
Premium p.a.0.59%
Leverage4.16
Implied volatility0.53

Reference data

ISIN CH1305128444
Symbol NVD7RZ
Security 130512844
Exchange SIX Structured Products
Currency CHF
Expiry 27.01.2025
Underlying NVIDIA Rg, US67066G1040
Underlying ISIN US67066G1040
Strike 570.00
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 40.99%
Premium p.a. 58.67%
Leverage 54.00
Implied volatility 52.65%
Moneyness out-of-the-money
Leverage 4.1630
Delta -0.0771
Gamma 0.0000
Theta -0.0019
Rho -0.0091
Vega 0.0206
Fair value 0.32
Intrinsic value n.a.
Break-even 552.66
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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