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ZKB Put Warrant auf
NVIDIA Corp

ISIN: CH1305139540 Security: 130513954 Symbol: NVD8QZ Life cycle
Secondary market

Bid Price 0.64

Ask Price 0.65

Currency CHF

Exchange SIX Structured Products

Volume 100'000.00

Volume 100'000.00

Date/time (delayed) 31.05.2024 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 0.64 0.65
Volume 100'000.00 100'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.64
Change +14.29% [ +0.08 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing17.01.2025
Settlement date29.02.2024
Last trading17.01.2025
Final fixing17.01.2025
Currency redemptionCHF

Performance

Perf. since issue -72.32%
Year to date (YTD) n.a.
1 month -60.74%
3 months -66.67%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price2.33
Underlying price on issue774.24
Premium0.33%
Premium p.a.0.50%
Leverage3.97
Implied volatility0.51

Reference data

ISIN CH1305139540
Symbol NVD8QZ
Security 130513954
Exchange SIX Structured Products
Currency CHF
Expiry 27.01.2025
Underlying NVIDIA Rg, US67066G1040
Underlying ISIN US67066G1040
Strike 770.00
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 32.79%
Premium p.a. 49.66%
Leverage 30.59
Implied volatility 51.00%
Moneyness out-of-the-money
Leverage 3.9705
Delta -0.1298
Gamma 0.0000
Theta -0.0032
Rho -0.0171
Vega 0.0339
Fair value 0.65
Intrinsic value n.a.
Break-even 734.29
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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