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ZKB Put Warrant auf
NVIDIA Corp

ISIN: CH1305138369 Security: 130513836 Symbol: NVD1QZ Life cycle
Secondary market

Bid Price 1.04

Ask Price 1.05

Currency CHF

Exchange SIX Structured Products

Volume 50'000.00

Volume 50'000.00

Date/time (delayed) 17.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 21.02.2024
Key Information Document DE 21.02.2024
Key Information Document EN 21.02.2024
Key Information Document FR 21.02.2024
Key Information Document IT 21.02.2024

Price data

  Bid Ask
Price 1.04 1.05
Volume 50'000.00 50'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 1.04
Change +5.05% [ +0.05 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 17:20

Life cycle

Fixing17.01.2025
Settlement date28.02.2024
Last trading17.01.2025
Final fixing17.01.2025
Currency redemptionCHF

Performance

Perf. since issue -65.17%
Year to date (YTD) n.a.
1 month -30.20%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price3.00
Underlying price on issue682.29
Premium0.26%
Premium p.a.0.37%
Leverage3.41
Implied volatility0.50

Reference data

ISIN CH1305138369
Symbol NVD1QZ
Security 130513836
Exchange SIX Structured Products
Currency CHF
Expiry 27.01.2025
Underlying NVIDIA Rg, US67066G1040
Underlying ISIN US67066G1040
Strike 750.00
C/P type put
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 50
Value day 21.02.2024

Key figures

Premium 25.77%
Premium p.a. 36.89%
Leverage 16.21
Implied volatility 50.13%
Moneyness out-of-the-money
Leverage 3.4090
Delta -0.2103
Gamma 0.0000
Theta -0.0035
Rho -0.0255
Vega 0.0408
Fair value 1.05
Intrinsic value n.a.
Break-even 692.45
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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