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ZKB Put Warrant auf
Novartis AG

ISIN: CH1338501377 Security: 133850137 Symbol: NOV30Z Life cycle
Secondary market

Bid Price 0.28

Ask Price 0.29

Currency CHF

Exchange SIX Structured Products

Volume 350'000.00

Volume 350'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 13.05.2024
Key Information Document DE 13.05.2024
Key Information Document EN 13.05.2024
Key Information Document FR 13.05.2024
Key Information Document IT 13.05.2024

Price data

  Bid Ask
Price 0.28 0.29
Volume 350'000.00 350'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.29
Change -19.44% [ -0.07 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date21.05.2024
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -8.06%
Year to date (YTD) n.a.
1 month n.a.
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.31
Underlying price on issue92.95
Premium0.04%
Premium p.a.0.13%
Leverage13.40
Implied volatility0.17

Reference data

ISIN CH1338501377
Symbol NOV30Z
Security 133850137
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Novartis N, CH0012005267
Underlying ISIN CH0012005267
Strike 92.00
C/P type put
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 13.05.2024

Key figures

Premium 4.31%
Premium p.a. 13.23%
Leverage 32.69
Implied volatility 17.13%
Moneyness out-of-the-money
Leverage 13.4023
Delta -0.4100
Gamma 0.0043
Theta -0.0013
Rho -0.0134
Vega 0.0207
Fair value 0.29
Intrinsic value n.a.
Break-even 89.15
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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