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ZKB Call Warrant auf
Novartis AG

ISIN: CH1305134210 Security: 130513421 Symbol: NOVQ2Z Life cycle
Secondary market

Bid Price 0.01

Ask Price 0.02

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 29.05.2024 10:53:38

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 29.01.2024
Key Information Document DE 29.01.2024
Key Information Document EN 29.01.2024
Key Information Document FR 29.01.2024
Key Information Document IT 29.01.2024

Price data

  Bid Ask
Price 0.01 0.02
Volume 1'000'000.00 250'000.00
Date/time 29.05.24 10:53 29.05.24 10:53

Current data

Last price paid 0.02
Change -33.33% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 28.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date05.02.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -90.63%
Year to date (YTD) n.a.
1 month -50.00%
3 months -69.23%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.16
Underlying price on issue93.48
Premium0.08%
Premium p.a.0.98%
Leverage45.66
Implied volatility0.18

Reference data

ISIN CH1305134210
Symbol NOVQ2Z
Security 130513421
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Novartis N, CH0012005267
Underlying ISIN CH0012005267
Strike 98.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 29.01.2024

Key figures

Premium 8.06%
Premium p.a. 98.05%
Leverage 605.53
Implied volatility 17.73%
Moneyness out-of-the-money
Leverage 45.6565
Delta 0.0754
Gamma 0.0030
Theta -0.0011
Rho 0.0005
Vega 0.0037
Fair value 0.02
Intrinsic value n.a.
Break-even 98.15
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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