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ZKB Put Warrant auf
Novartis AG

ISIN: CH1305132461 Security: 130513246 Symbol: NOVF8Z Life cycle
Secondary market

Bid Price 0.10

Ask Price 0.11

Currency CHF

Exchange SIX Structured Products

Volume 500'000.00

Volume 500'000.00

Date/time (delayed) 04.06.2024 04:17:45

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 0.10 0.11
Volume 500'000.00 500'000.00
Date/time 04.06.24 16:17 04.06.24 16:17

Current data

Last price paid 0.10
Change -47.37% [ -0.09 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date30.01.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -75.64%
Year to date (YTD) n.a.
1 month -74.36%
3 months -84.13%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.39
Underlying price on issue94.01
Premium0.02%
Premium p.a.0.28%
Leverage38.58
Implied volatility0.14

Reference data

ISIN CH1305132461
Symbol NOVF8Z
Security 130513246
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Novartis N, CH0012005267
Underlying ISIN CH0012005267
Strike 92.00
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 1.83%
Premium p.a. 27.88%
Leverage 97.63
Implied volatility 14.05%
Moneyness out-of-the-money
Leverage 38.5821
Delta -0.3952
Gamma 0.0114
Theta -0.0026
Rho -0.0025
Vega 0.0091
Fair value 0.10
Intrinsic value n.a.
Break-even 91.05
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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