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ZKB Put Warrant auf
NVIDIA Corp

ISIN: CH1305139466 Security: 130513946 Symbol: NVDUUZ Life cycle
Secondary market

Bid Price 0.21

Ask Price 0.22

Currency CHF

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 22.02.2024
Key Information Document DE 22.02.2024
Key Information Document EN 22.02.2024
Key Information Document FR 22.02.2024
Key Information Document IT 22.02.2024

Price data

  Bid Ask
Price 0.21 0.22
Volume 250'000.00 250'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.21
Change +5.00% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date29.02.2024
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -72.08%
Year to date (YTD) n.a.
1 month -51.16%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.77
Underlying price on issue774.71
Premium0.34%
Premium p.a.0.93%
Leverage6.00
Implied volatility0.54

Reference data

ISIN CH1305139466
Symbol NVDUUZ
Security 130513946
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying NVIDIA Rg, US67066G1040
Underlying ISIN US67066G1040
Strike 630.00
C/P type put
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 50
Value day 22.02.2024

Key figures

Premium 33.78%
Premium p.a. 92.70%
Leverage 78.84
Implied volatility 53.58%
Moneyness out-of-the-money
Leverage 5.9972
Delta -0.0761
Gamma 0.0000
Theta -0.0028
Rho -0.0046
Vega 0.0146
Fair value 0.22
Intrinsic value n.a.
Break-even 618.16
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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