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ZKB Put Warrant auf 2024-16.01.2026 NVIDIA Corp
NVIDIA Corp

ISIN: CH1338518801 Security: 133851880 Symbol: NVDATZ Life cycle
Secondary market

Bid Price 1.47

Ask Price 1.48

Currency CHF

Exchange SIX Structured Products

Volume 50'000.00

Volume 50'000.00

Date/time (delayed) 30.07.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 19.07.2024
Key Information Document DE 19.07.2024
Key Information Document EN 19.07.2024

Price data

  Bid Ask
Price 1.47 1.48
Volume 50'000.00 50'000.00
Date/time 30.07.24 17:15 30.07.24 17:15

Current data

Last price paid 1.47
Change +9.70% [ +0.13 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 30.07.2024 17:20

Life cycle

Fixing16.01.2026
Settlement date26.07.2024
Last trading16.01.2026
Final fixing16.01.2026
Currency redemptionCHF

Performance

Perf. since issue +10.90%
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 price1.33
Underlying price on issue120.61
Premium0.18%
Premium p.a.0.12%
Leverage1.34
Implied volatility0.56

Reference data

ISIN CH1338518801
Symbol NVDATZ
Security 133851880
Exchange SIX Structured Products
Currency CHF
Expiry 26.01.2026
Underlying NVIDIA Rg, US67066G1040
Underlying ISIN US67066G1040
Strike 120.00
C/P type put
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 19.07.2024

Key figures

Premium 18.17%
Premium p.a. 11.83%
Leverage 3.18
Implied volatility 55.56%
Moneyness in-the-money
Leverage 1.3384
Delta -0.4210
Gamma 0.0003
Theta -0.0008
Rho -0.0328
Vega 0.0221
Fair value 0.85
Intrinsic value n.a.
Break-even 86.68
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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