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ZKB Put Warrant auf
NVIDIA Corp

ISIN: CH1305143856 Security: 130514385 Symbol: NVD36Z Life cycle
Secondary market

Bid Price 0.05

Ask Price 0.06

Currency CHF

Exchange SIX Structured Products

Volume 925'000.00

Volume 475'000.00

Date/time (delayed) 31.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 08.03.2024
Key Information Document DE 08.03.2024
Key Information Document EN 08.03.2024
Key Information Document FR 08.03.2024
Key Information Document IT 08.03.2024

Price data

  Bid Ask
Price 0.05 0.06
Volume 925'000.00 475'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.05
Change +42.86% [ +0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date15.03.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -93.13%
Year to date (YTD) n.a.
1 month -94.12%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.80
Underlying price on issue954.66
Premium0.18%
Premium p.a.2.34%
Leverage14.25
Implied volatility0.53

Reference data

ISIN CH1305143856
Symbol NVD36Z
Security 130514385
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying NVIDIA Rg, US67066G1040
Underlying ISIN US67066G1040
Strike 900.00
C/P type put
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 100
Value day 08.03.2024

Key figures

Premium 17.96%
Premium p.a. 234.14%
Leverage 178.96
Implied volatility 52.77%
Moneyness out-of-the-money
Leverage 14.2521
Delta -0.0796
Gamma 0.0000
Theta -0.0037
Rho -0.0006
Vega 0.0040
Fair value 0.06
Intrinsic value n.a.
Break-even 893.91
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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