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ZKB Put Warrant auf
NVIDIA Corp

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

Bid Price 0.43

Ask Price 0.44

Currency CHF

Exchange SIX Structured Products

Volume 125'000.00

Volume 125'000.00

Date/time (delayed) 17.05.2024 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 0.43 0.44
Volume 125'000.00 125'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.43
Change +13.16% [ +0.05 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 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 -45.63%
Year to date (YTD) n.a.
1 month -52.75%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.80
Underlying price on issue954.66
Premium0.09%
Premium p.a.0.77%
Leverage7.24
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 8.85%
Premium p.a. 76.90%
Leverage 19.51
Implied volatility 53.30%
Moneyness out-of-the-money
Leverage 7.2405
Delta -0.3711
Gamma 0.0000
Theta -0.0065
Rho -0.0036
Vega 0.0109
Fair value 0.44
Intrinsic value n.a.
Break-even 852.09
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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