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ZKB Call Warrant auf 2024-16.08.2024 Novartis AG
Novartis AG

ISIN: CH1338515799 Security: 133851579 Symbol: NOVJUZ Life cycle
Secondary market

Bid Price 0.16

Ask Price 0.17

Currency CHF

Exchange SIX Structured Products

Volume 325'000.00

Volume 325'000.00

Date/time (delayed) 31.07.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 04.07.2024
Key Information Document DE 04.07.2024
Key Information Document EN 04.07.2024

Price data

  Bid Ask
Price 0.16 0.17
Volume 325'000.00 325'000.00
Date/time 31.07.24 17:15 31.07.24 17:15

Current data

Last price paid 0.16
Change +6.67% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.07.2024 17:20

Life cycle

Fixing16.08.2024
Settlement date11.07.2024
Last trading16.08.2024
Final fixing16.08.2024
Currency redemptionCHF

Performance

Perf. since issue -21.43%
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 price0.21
Underlying price on issue97.30
Premium0.01%
Premium p.a.0.17%
Leverage34.94
Implied volatility0.13

Reference data

ISIN CH1338515799
Symbol NOVJUZ
Security 133851579
Exchange SIX Structured Products
Currency CHF
Expiry 23.08.2024
Underlying Novartis N, CH0012005267
Underlying ISIN CH0012005267
Strike 98.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 04.07.2024

Key figures

Premium 1.09%
Premium p.a. 17.23%
Leverage 59.75
Implied volatility 13.18%
Moneyness in-the-money
Leverage 34.9362
Delta 0.5848
Gamma 0.0119
Theta -0.0030
Rho 0.0035
Vega 0.0096
Fair value 0.11
Intrinsic value n.a.
Break-even 99.65
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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