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ZKB Call Warrant auf
Novartis AG

ISIN: CH1305130812 Security: 130513081 Symbol: NOV4IZ Life cycle
Secondary market

Bid Price 0.38

Ask Price 0.39

Currency CHF

Exchange SIX Structured Products

Volume 525'000.00

Volume 525'000.00

Date/time (delayed) 17.05.2024 11:37:57

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 17.01.2024
Key Information Document DE 17.01.2024
Key Information Document EN 17.01.2024
Key Information Document FR 17.01.2024
Key Information Document IT 17.01.2024

Price data

  Bid Ask
Price 0.38 0.39
Volume 525'000.00 525'000.00
Date/time 17.05.24 11:37 17.05.24 11:37

Current data

Last price paid 0.35
Change -7.89% [ -0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 16.05.2024 17:20

Life cycle

Fixing20.06.2025
Settlement date24.01.2024
Last trading20.06.2025
Final fixing20.06.2025
Currency redemptionCHF

Performance

Perf. since issue +6.94%
Year to date (YTD) n.a.
1 month +66.67%
3 months +59.09%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.36
Underlying price on issue93.19
Premium0.06%
Premium p.a.0.06%
Leverage6.51
Implied volatility0.20

Reference data

ISIN CH1305130812
Symbol NOV4IZ
Security 130513081
Exchange SIX Structured Products
Currency CHF
Expiry 27.06.2025
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 17.01.2024

Key figures

Premium 6.39%
Premium p.a. 5.73%
Leverage 12.17
Implied volatility 20.22%
Moneyness in-the-money
Leverage 6.5052
Delta 0.5345
Gamma 0.0010
Theta -0.0004
Rho 0.0178
Vega 0.0189
Fair value 0.30
Intrinsic value n.a.
Break-even 99.70
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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