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ZKB Put Warrant auf
Novartis AG

ISIN: CH1396294923 Security: 139629492 Symbol: NOVTCZ Life cycle
redeemed

Bid Price n.a.

Ask Price n.a.

Currency n.a.

Exchange SIX Structured Products

Volume n.a.

Volume n.a.

Date/time (delayed) n.a. n.a.

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 21.11.2024
Key Information Document DE 21.11.2024
Key Information Document EN 21.11.2024

Price data

  Bid Ask
Price n.a. n.a.
Volume n.a. n.a.
Date/time n.a. n.a. n.a. n.a.

Current data

Last price paid n.a.
Change -20.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time n.a. n.a.

Life cycle

Initial fixing date21.11.2024
Settlement date28.11.2024
Last trading19.12.2025
Final fixing19.12.2025
Currency redemptionCHF

Performance

Perf. since issue -98.28%
Year to date (YTD) n.a.
1 month n.a.
3 months -83.33%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.61
Underlying price on issue91.38
Premium0.18%
Premium p.a.3.91%
Leverage24.88
Implied volatility0.48

Reference data

ISIN CH1396294923
Symbol NOVTCZ
Security 139629492
Exchange SIX Structured Products
Currency CHF
Expiry 05.01.2026
Underlying Novartis N, CH0012005267
Underlying ISIN CH0012005267
Strike 88.00
C/P type put
Subscription ratio 10.00
Issuer Zuercher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 21.11.2024

Key figures

Premium 18.21%
Premium p.a. 390.91%
Leverage 1'023.43
Implied volatility 48.13%
Moneyness out-of-the-money
Leverage 24.8768
Delta -0.0243
Gamma 0.0005
Theta -0.0018
Rho -0.0001
Vega 0.0013
Fair value 0.01
Intrinsic value n.a.
Break-even 87.90
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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