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ZKB Call Warrant auf
Novartis AG

ISIN: CH1305147220 Security: 130514722 Symbol: NOVO4Z Life cycle
Secondary market

Bid Price 0.90

Ask Price 0.91

Currency CHF

Exchange SIX Structured Products

Volume 225'000.00

Volume 225'000.00

Date/time (delayed) 31.05.2024 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 0.90 0.91
Volume 225'000.00 225'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.90
Change +15.38% [ +0.12 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 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 +81.00%
Year to date (YTD) n.a.
1 month +28.57%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.50
Underlying price on issue85.28
Premium0.04%
Premium p.a.0.05%
Leverage6.25
Implied volatility0.23

Reference data

ISIN CH1305147220
Symbol NOVO4Z
Security 130514722
Exchange SIX Structured Products
Currency CHF
Expiry 28.03.2025
Underlying Novartis N, CH0012005267
Underlying ISIN CH0012005267
Strike 88.00
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 4.40%
Premium p.a. 5.34%
Leverage 10.27
Implied volatility 22.61%
Moneyness in-the-money
Leverage 6.2519
Delta 0.6086
Gamma 0.0022
Theta -0.0009
Rho 0.0280
Vega 0.0309
Fair value 0.41
Intrinsic value n.a.
Break-even 97.05
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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