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ZKB Call Warrant auf
Novartis AG

ISIN: CH1305130333 Security: 130513033 Symbol: NOVK3Z Life cycle
Secondary market

Bid Price 0.23

Ask Price 0.24

Currency CHF

Exchange SIX Structured Products

Volume 700'000.00

Volume 700'000.00

Date/time (delayed) 26.06.2024 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 0.23 0.24
Volume 700'000.00 700'000.00
Date/time 26.06.24 17:15 26.06.24 17:15

Current data

Last price paid 0.24
Change +20.00% [ +0.04 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 24.06.2024 17:20

Life cycle

Fixing20.06.2025
Settlement date17.01.2024
Last trading20.06.2025
Final fixing20.06.2025
Currency redemptionCHF

Performance

Perf. since issue +30.56%
Year to date (YTD) n.a.
1 month +33.33%
3 months +118.18%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.18
Underlying price on issue91.02
Premium0.09%
Premium p.a.0.09%
Leverage8.19
Implied volatility0.19

Reference data

ISIN CH1305130333
Symbol NOVK3Z
Security 130513033
Exchange SIX Structured Products
Currency CHF
Expiry 27.06.2025
Underlying Novartis N, CH0012005267
Underlying ISIN CH0012005267
Strike 100.00
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 9.14%
Premium p.a. 9.12%
Leverage 20.41
Implied volatility 19.10%
Moneyness out-of-the-money
Leverage 8.1902
Delta 0.4013
Gamma 0.0011
Theta -0.0004
Rho 0.0134
Vega 0.0181
Fair value 0.24
Intrinsic value n.a.
Break-even 104.70
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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