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ZKB Put Warrant auf
Novartis AG

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

Bid Price 0.11

Ask Price 0.12

Currency CHF

Exchange SIX Structured Products

Volume 475'000.00

Volume 475'000.00

Date/time (delayed) 15.05.2024 05:15:00

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 0.11 0.12
Volume 475'000.00 475'000.00
Date/time 15.05.24 17:15 15.05.24 17:15

Current data

Last price paid 0.12
Change -20.00% [ -0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 14.05.2024 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 -70.51%
Year to date (YTD) n.a.
1 month -81.82%
3 months -83.78%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.39
Underlying price on issue94.01
Premium0.03%
Premium p.a.0.22%
Leverage29.55
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 2.63%
Premium p.a. 21.78%
Leverage 81.13
Implied volatility 13.93%
Moneyness out-of-the-money
Leverage 29.5450
Delta -0.3642
Gamma 0.0083
Theta -0.0018
Rho -0.0042
Vega 0.0122
Fair value 0.12
Intrinsic value n.a.
Break-even 90.85
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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