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ZKB Put Warrant auf
NVIDIA Corp

ISIN: CH1305143898 Security: 130514389 Symbol: NVDM7Z Life cycle
Secondary market

Bid Price 0.29

Ask Price 0.30

Currency CHF

Exchange SIX Structured Products

Volume 175'000.00

Volume 175'000.00

Date/time (delayed) 27.05.2024 02:04:30

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 0.29 0.30
Volume 175'000.00 175'000.00
Date/time 27.05.24 14:04 27.05.24 14:04

Current data

Last price paid 0.40
Change -4.76% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 24.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date15.03.2024
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -72.94%
Year to date (YTD) n.a.
1 month -70.59%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price1.09
Underlying price on issue954.61
Premium0.18%
Premium p.a.0.55%
Leverage6.42
Implied volatility0.43

Reference data

ISIN CH1305143898
Symbol NVDM7Z
Security 130514389
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
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 18.50%
Premium p.a. 54.89%
Leverage 33.02
Implied volatility 42.97%
Moneyness out-of-the-money
Leverage 6.4156
Delta -0.1943
Gamma 0.0000
Theta -0.0024
Rho -0.0061
Vega 0.0155
Fair value 0.30
Intrinsic value n.a.
Break-even 867.75
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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