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ZKB Put Warrant auf
NVIDIA Corp

ISIN: CH1305139482 Security: 130513948 Symbol: NVD1OZ Life cycle
Secondary market

Bid Price 0.15

Ask Price 0.16

Currency CHF

Exchange SIX Structured Products

Volume 325'000.00

Volume 325'000.00

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 0.15 0.16
Volume 325'000.00 325'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.15
Change +25.00% [ +0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 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 -87.70%
Year to date (YTD) n.a.
1 month -79.45%
3 months -85.44%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price1.26
Underlying price on issue774.71
Premium0.37%
Premium p.a.1.12%
Leverage6.67
Implied volatility0.55

Reference data

ISIN CH1305139482
Symbol NVD1OZ
Security 130513948
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying NVIDIA Rg, US67066G1040
Underlying ISIN US67066G1040
Strike 700.00
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 36.54%
Premium p.a. 112.09%
Leverage 127.01
Implied volatility 54.84%
Moneyness out-of-the-money
Leverage 6.6727
Delta -0.0525
Gamma 0.0000
Theta -0.0026
Rho -0.0032
Vega 0.0121
Fair value 0.16
Intrinsic value n.a.
Break-even 691.42
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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