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ZKB Put Warrant auf
NVIDIA Corp

ISIN: CH1305139896 Security: 130513989 Symbol: NVDTAZ Life cycle
Secondary market

Bid Price 0.30

Ask Price 0.31

Currency CHF

Exchange SIX Structured Products

Volume 175'000.00

Volume 175'000.00

Date/time (delayed) 31.05.2024 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 0.30 0.31
Volume 175'000.00 175'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.30
Change +20.00% [ +0.05 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 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 -84.83%
Year to date (YTD) n.a.
1 month -78.10%
3 months -83.61%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price2.01
Underlying price on issue801.36
Premium0.28%
Premium p.a.0.87%
Leverage6.48
Implied volatility0.50

Reference data

ISIN CH1305139896
Symbol NVDTAZ
Security 130513989
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying NVIDIA Rg, US67066G1040
Underlying ISIN US67066G1040
Strike 800.00
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 28.24%
Premium p.a. 86.63%
Leverage 64.62
Implied volatility 50.30%
Moneyness out-of-the-money
Leverage 6.4774
Delta -0.1002
Gamma 0.0000
Theta -0.0039
Rho -0.0063
Vega 0.0198
Fair value 0.31
Intrinsic value n.a.
Break-even 783.11
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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