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ZKB Put Warrant auf
Novartis AG

ISIN: CH1305138716 Security: 130513871 Symbol: NOVEWZ Life cycle
Secondary market

Bid Price 0.025

Ask Price 0.035

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 0.025 0.035
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 0.03
Change -14.29% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 14.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date28.02.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -89.29%
Year to date (YTD) n.a.
1 month -88.89%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.28
Underlying price on issue89.60
Premium0.07%
Premium p.a.0.63%
Leverage32.98
Implied volatility0.18

Reference data

ISIN CH1305138716
Symbol NOVEWZ
Security 130513871
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Novartis N, CH0012005267
Underlying ISIN CH0012005267
Strike 86.00
C/P type put
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 21.02.2024

Key figures

Premium 7.47%
Premium p.a. 63.42%
Leverage 308.73
Implied volatility 18.14%
Moneyness out-of-the-money
Leverage 32.9767
Delta -0.1068
Gamma 0.0032
Theta -0.0012
Rho -0.0012
Vega 0.0058
Fair value 0.03
Intrinsic value n.a.
Break-even 85.70
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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