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ZKB Call Warrant auf 2024-20.09.2024 NVIDIA Corp
NVIDIA Corp

ISIN: CH1338510246 Security: 133851024 Symbol: NVDXQZ Life cycle
Secondary market

Bid Price 0.11

Ask Price 0.12

Currency CHF

Exchange SIX Structured Products

Volume 500'000.00

Volume 500'000.00

Date/time (delayed) 07.08.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 14.06.2024
Key Information Document DE 14.06.2024
Key Information Document EN 14.06.2024
Key Information Document FR 14.06.2024
Key Information Document IT 14.06.2024

Price data

  Bid Ask
Price 0.11 0.12
Volume 500'000.00 500'000.00
Date/time 07.08.24 17:15 07.08.24 17:15

Current data

Last price paid 0.12
Change -20.00% [ -0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 06.08.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date24.06.2024
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -84.03%
Year to date (YTD) n.a.
1 month -77.36%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.72
Underlying price on issue130.62
Premium0.29%
Premium p.a.2.37%
Leverage8.20
Implied volatility0.69

Reference data

ISIN CH1338510246
Symbol NVDXQZ
Security 133851024
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying NVIDIA Rg, US67066G1040
Underlying ISIN US67066G1040
Strike 132.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 14.06.2024

Key figures

Premium 28.58%
Premium p.a. 237.06%
Leverage 39.40
Implied volatility 69.48%
Moneyness out-of-the-money
Leverage 8.2023
Delta 0.2082
Gamma 0.0005
Theta -0.0037
Rho 0.0008
Vega 0.0045
Fair value 0.12
Intrinsic value n.a.
Break-even 134.66
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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