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ZKB Put Warrant auf
NVIDIA Corp

ISIN: CH1305139870 Security: 130513987 Symbol: NVDXJZ Life cycle
Secondary market

Bid Price 0.27

Ask Price 0.28

Currency CHF

Exchange SIX Structured Products

Volume 200'000.00

Volume 200'000.00

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 0.27 0.28
Volume 200'000.00 200'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.27
Change +22.73% [ +0.05 ]
Last traded volume n.a. Unit
Cumulative volume 15'000.00 Unit
Date/time 17.05.2024 17:15

Life cycle

Fixing21.06.2024
Settlement date01.03.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -82.81%
Year to date (YTD) n.a.
1 month -64.47%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price1.60
Underlying price on issue801.36
Premium0.16%
Premium p.a.1.40%
Leverage9.85
Implied volatility0.52

Reference data

ISIN CH1305139870
Symbol NVDXJZ
Security 130513987
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
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 16.07%
Premium p.a. 139.64%
Leverage 61.75
Implied volatility 52.46%
Moneyness out-of-the-money
Leverage 9.8457
Delta -0.1595
Gamma 0.0000
Theta -0.0084
Rho -0.0030
Vega 0.0140
Fair value 0.28
Intrinsic value n.a.
Break-even 784.86
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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