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ZKB Call Warrant auf
Novartis AG

ISIN: CH1305147170 Security: 130514717 Symbol: NOVFDZ Life cycle
Secondary market

Bid Price 0.34

Ask Price 0.35

Currency CHF

Exchange SIX Structured Products

Volume 425'000.00

Volume 425'000.00

Date/time (delayed) 17.06.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 20.03.2024
Key Information Document DE 20.03.2024
Key Information Document EN 20.03.2024
Key Information Document FR 20.03.2024
Key Information Document IT 20.03.2024

Price data

  Bid Ask
Price 0.34 0.35
Volume 425'000.00 425'000.00
Date/time 17.06.24 17:15 17.06.24 17:15

Current data

Last price paid 0.35
Change -10.26% [ -0.04 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.06.2024 17:20

Life cycle

Fixing21.03.2025
Settlement date27.03.2024
Last trading21.03.2025
Final fixing21.03.2025
Currency redemptionCHF

Performance

Perf. since issue +102.94%
Year to date (YTD) n.a.
1 month +2.94%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.17
Underlying price on issue85.28
Premium0.11%
Premium p.a.0.14%
Leverage9.26
Implied volatility0.20

Reference data

ISIN CH1305147170
Symbol NOVFDZ
Security 130514717
Exchange SIX Structured Products
Currency CHF
Expiry 28.03.2025
Underlying Novartis N, CH0012005267
Underlying ISIN CH0012005267
Strike 100.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 20.03.2024

Key figures

Premium 10.51%
Premium p.a. 13.51%
Leverage 27.13
Implied volatility 20.22%
Moneyness out-of-the-money
Leverage 9.2581
Delta 0.3412
Gamma 0.0022
Theta -0.0008
Rho 0.0180
Vega 0.0296
Fair value 0.35
Intrinsic value n.a.
Break-even 103.45
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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