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ZKB Call Warrant auf
NVIDIA Corp

ISIN: CH1305139417 Security: 130513941 Symbol: NVD8LZ Life cycle
Secondary market

Bid Price 1.12

Ask Price 1.13

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 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 1.12 1.13
Volume 50'000.00 50'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 1.13
Change -12.40% [ -0.16 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date29.02.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +54.11%
Year to date (YTD) n.a.
1 month +17.71%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.73
Underlying price on issue775.03
Premium0.08%
Premium p.a.0.71%
Leverage7.75
Implied volatility0.52

Reference data

ISIN CH1305139417
Symbol NVD8LZ
Security 130513941
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying NVIDIA Rg, US67066G1040
Underlying ISIN US67066G1040
Strike 950.00
C/P type call
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 8.22%
Premium p.a. 71.39%
Leverage 15.09
Implied volatility 52.31%
Moneyness out-of-the-money
Leverage 7.7498
Delta 0.5135
Gamma 0.0001
Theta -0.0155
Rho 0.0087
Vega 0.0230
Fair value 1.13
Intrinsic value n.a.
Break-even 1'011.96
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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