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ZKB Put Warrant auf
Novartis AG

ISIN: CH1338504538 Security: 133850453 Symbol: NOVTFZ Life cycle
Secondary market

Bid Price 0.47

Ask Price 0.48

Currency CHF

Exchange SIX Structured Products

Volume 425'000.00

Volume 425'000.00

Date/time (delayed) 26.06.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 22.05.2024
Key Information Document DE 22.05.2024
Key Information Document EN 22.05.2024
Key Information Document FR 22.05.2024
Key Information Document IT 22.05.2024

Price data

  Bid Ask
Price 0.47 0.48
Volume 425'000.00 425'000.00
Date/time 26.06.24 17:15 26.06.24 17:15

Current data

Last price paid 0.47
Change +2.17% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 25.06.2024 17:20

Life cycle

Fixing20.06.2025
Settlement date29.05.2024
Last trading20.06.2025
Final fixing20.06.2025
Currency redemptionCHF

Performance

Perf. since issue -16.67%
Year to date (YTD) n.a.
1 month -26.56%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.57
Underlying price on issue93.44
Premium0.11%
Premium p.a.0.11%
Leverage7.45
Implied volatility0.17

Reference data

ISIN CH1338504538
Symbol NOVTFZ
Security 133850453
Exchange SIX Structured Products
Currency CHF
Expiry 27.06.2025
Underlying Novartis N, CH0012005267
Underlying ISIN CH0012005267
Strike 90.00
C/P type put
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 22.05.2024

Key figures

Premium 11.06%
Premium p.a. 11.03%
Leverage 20.18
Implied volatility 17.35%
Moneyness out-of-the-money
Leverage 7.4459
Delta -0.3690
Gamma 0.0022
Theta -0.0011
Rho -0.0402
Vega 0.0354
Fair value 0.48
Intrinsic value n.a.
Break-even 85.25
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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