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ZKB Call Warrant auf
Novartis AG

ISIN: CH1305130366 Security: 130513036 Symbol: NOVPFZ Life cycle
Secondary market

Bid Price 0.43

Ask Price 0.44

Currency CHF

Exchange SIX Structured Products

Volume 525'000.00

Volume 525'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 10.01.2024
Key Information Document DE 10.01.2024
Key Information Document EN 10.01.2024
Key Information Document FR 10.01.2024
Key Information Document IT 10.01.2024

Price data

  Bid Ask
Price 0.43 0.44
Volume 525'000.00 525'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.43
Change +2.38% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 17:20

Life cycle

Fixing19.12.2025
Settlement date17.01.2024
Last trading19.12.2025
Final fixing19.12.2025
Currency redemptionCHF

Performance

Perf. since issue +20.83%
Year to date (YTD) n.a.
1 month +65.38%
3 months +59.26%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.36
Underlying price on issue91.04
Premium0.08%
Premium p.a.0.05%
Leverage5.77
Implied volatility0.19

Reference data

ISIN CH1305130366
Symbol NOVPFZ
Security 130513036
Exchange SIX Structured Products
Currency CHF
Expiry 05.01.2026
Underlying Novartis N, CH0012005267
Underlying ISIN CH0012005267
Strike 92.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 20
Value day 10.01.2024

Key figures

Premium 7.85%
Premium p.a. 4.72%
Leverage 10.73
Implied volatility 18.88%
Moneyness in-the-money
Leverage 5.7670
Delta 0.5374
Gamma 0.0009
Theta -0.0003
Rho 0.0269
Vega 0.0229
Fair value 0.37
Intrinsic value n.a.
Break-even 100.70
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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