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ZKB Put Warrant auf 2024-20.06.2025 NVIDIA Corp
NVIDIA Corp

ISIN: CH1338510311 Security: 133851031 Symbol: NVDOYZ Life cycle
Secondary market

Bid Price 1.32

Ask Price 1.33

Currency CHF

Exchange SIX Structured Products

Volume 50'000.00

Volume 50'000.00

Date/time (delayed) 11.07.2024 05:15:00

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 1.32 1.33
Volume 50'000.00 50'000.00
Date/time 11.07.24 17:15 11.07.24 17:15

Current data

Last price paid 1.32
Change +3.94% [ +0.05 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 11.07.2024 17:20

Life cycle

Fixing20.06.2025
Settlement date24.06.2024
Last trading20.06.2025
Final fixing20.06.2025
Currency redemptionCHF

Performance

Perf. since issue -8.62%
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 price1.45
Underlying price on issue130.52
Premium0.14%
Premium p.a.0.15%
Leverage1.83
Implied volatility0.54

Reference data

ISIN CH1338510311
Symbol NVDOYZ
Security 133851031
Exchange SIX Structured Products
Currency CHF
Expiry 27.06.2025
Underlying NVIDIA Rg, US67066G1040
Underlying ISIN US67066G1040
Strike 140.00
C/P type put
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 13.84%
Premium p.a. 14.69%
Leverage 4.32
Implied volatility 54.30%
Moneyness in-the-money
Leverage 1.8301
Delta -0.4237
Gamma 0.0005
Theta -0.0012
Rho -0.0323
Vega 0.0218
Fair value 0.79
Intrinsic value n.a.
Break-even 110.35
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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