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ZKB Put Warrant auf
Novartis AG

ISIN: CH1305132396 Security: 130513239 Symbol: NOVN6Z Life cycle
Secondary market

Bid Price 0.35

Ask Price 0.36

Currency CHF

Exchange SIX Structured Products

Volume 425'000.00

Volume 425'000.00

Date/time (delayed) 16.05.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 23.01.2024
Key Information Document DE 23.01.2024
Key Information Document EN 23.01.2024
Key Information Document FR 23.01.2024
Key Information Document IT 23.01.2024

Price data

  Bid Ask
Price 0.35 0.36
Volume 425'000.00 425'000.00
Date/time 16.05.24 17:15 16.05.24 17:15

Current data

Last price paid 0.35
Change +9.37% [ +0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 16.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date30.01.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -27.55%
Year to date (YTD) n.a.
1 month -53.95%
3 months -52.70%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.49
Underlying price on issue94.00
Premium0.07%
Premium p.a.0.10%
Leverage9.51
Implied volatility0.18

Reference data

ISIN CH1305132396
Symbol NOVN6Z
Security 130513239
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Novartis N, CH0012005267
Underlying ISIN CH0012005267
Strike 90.00
C/P type put
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 23.01.2024

Key figures

Premium 6.66%
Premium p.a. 10.35%
Leverage 26.09
Implied volatility 17.66%
Moneyness out-of-the-money
Leverage 9.5108
Delta -0.3645
Gamma 0.0029
Theta -0.0009
Rho -0.0240
Vega 0.0279
Fair value 0.36
Intrinsic value n.a.
Break-even 86.45
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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