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ZKB Call Warrant auf
Novartis AG

ISIN: CH1305138682 Security: 130513868 Symbol: NOVFWZ Life cycle
Secondary market

Bid Price 0.005

Ask Price 0.015

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 16.05.2024 05:15:01

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 0.005 0.015
Volume 1'000'000.00 250'000.00
Date/time 16.05.24 17:15 16.05.24 17:15

Current data

Last price paid 0.015
Change -62.50% [ -0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 16.05.2024 17:20

Life cycle

Fixing17.05.2024
Settlement date28.02.2024
Last trading17.05.2024
Final fixing17.05.2024
Currency redemptionCHF

Performance

Perf. since issue -88.89%
Year to date (YTD) n.a.
1 month -50.00%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.09
Underlying price on issue89.60
Premium0.02%
Premium p.a.0.53%
Leverage158.43
Implied volatility0.08

Reference data

ISIN CH1305138682
Symbol NOVFWZ
Security 130513868
Exchange SIX Structured Products
Currency CHF
Expiry 27.05.2024
Underlying Novartis N, CH0012005267
Underlying ISIN CH0012005267
Strike 94.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 21.02.2024

Key figures

Premium 1.60%
Premium p.a. 53.02%
Leverage 926.20
Implied volatility 7.97%
Moneyness out-of-the-money
Leverage 158.4292
Delta 0.1711
Gamma 0.0183
Theta -0.0014
Rho 0.0004
Vega 0.0038
Fair value 0.01
Intrinsic value n.a.
Break-even 94.10
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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