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ZKB Put Warrant auf
NVIDIA Corp

ISIN: CH1305139888 Security: 130513988 Symbol: NVDYDZ Life cycle
Secondary market

Bid Price 0.54

Ask Price 0.55

Currency CHF

Exchange SIX Structured Products

Volume 100'000.00

Volume 100'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 23.02.2024
Key Information Document DE 23.02.2024
Key Information Document EN 23.02.2024
Key Information Document FR 23.02.2024
Key Information Document IT 23.02.2024

Price data

  Bid Ask
Price 0.54 0.55
Volume 100'000.00 100'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.54
Change +5.88% [ +0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date01.03.2024
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -61.89%
Year to date (YTD) n.a.
1 month -45.45%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price1.43
Underlying price on issue801.36
Premium0.24%
Premium p.a.0.66%
Leverage5.22
Implied volatility0.51

Reference data

ISIN CH1305139888
Symbol NVDYDZ
Security 130513988
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying NVIDIA Rg, US67066G1040
Underlying ISIN US67066G1040
Strike 740.00
C/P type put
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 50
Value day 23.02.2024

Key figures

Premium 24.05%
Premium p.a. 66.00%
Leverage 31.14
Implied volatility 51.39%
Moneyness out-of-the-money
Leverage 5.2171
Delta -0.1675
Gamma 0.0000
Theta -0.0045
Rho -0.0103
Vega 0.0257
Fair value 0.55
Intrinsic value n.a.
Break-even 709.99
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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