Inhaltsseite: Home

ZKB Call Warrant auf
Novartis AG

ISIN: CH1305132370 Security: 130513237 Symbol: NOVFFZ Life cycle
Secondary market

Bid Price 0.51

Ask Price 0.52

Currency CHF

Exchange SIX Structured Products

Volume 325'000.00

Volume 325'000.00

Date/time (delayed) 31.05.2024 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 0.51 0.52
Volume 325'000.00 325'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.53
Change +23.26% [ +0.10 ]
Last traded volume n.a. Unit
Cumulative volume 30'000.00 Unit
Date/time 31.05.2024 17:15

Life cycle

Fixing20.06.2025
Settlement date30.01.2024
Last trading20.06.2025
Final fixing20.06.2025
Currency redemptionCHF

Performance

Perf. since issue -9.65%
Year to date (YTD) n.a.
1 month +32.50%
3 months +51.43%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.57
Underlying price on issue94.00
Premium0.09%
Premium p.a.0.08%
Leverage7.80
Implied volatility0.19

Reference data

ISIN CH1305132370
Symbol NOVFFZ
Security 130513237
Exchange SIX Structured Products
Currency CHF
Expiry 27.06.2025
Underlying Novartis N, CH0012005267
Underlying ISIN CH0012005267
Strike 96.00
C/P type call
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 8.56%
Premium p.a. 7.95%
Leverage 18.09
Implied volatility 18.79%
Moneyness out-of-the-money
Leverage 7.8017
Delta 0.4312
Gamma 0.0022
Theta -0.0007
Rho 0.0298
Vega 0.0369
Fair value 0.52
Intrinsic value n.a.
Break-even 101.15
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

Ajax loading