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ZKB Put Warrant auf
NVIDIA Corp

ISIN: CH1250731572 Security: 125073157 Symbol: NVDYQZ Life cycle
Secondary market

Bid Price 0.001

Ask Price 0.01

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 17.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 10.05.2023
Key Information Document DE 10.05.2023
Key Information Document EN 10.05.2023
Key Information Document FR 10.05.2023
Key Information Document IT 10.05.2023

Price data

  Bid Ask
Price 0.001 0.01
Volume 1'000'000.00 250'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.01
Change -33.33% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 27.02.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date17.05.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -98.55%
Year to date (YTD) -71.43%
1 month n.a.
3 months -66.67%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.38
Underlying price on issue285.99
Premium0.79%
Premium p.a.6.83%
Leverage5.01
Implied volatility1.72

Reference data

ISIN CH1250731572
Symbol NVDYQZ
Security 125073157
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying NVIDIA Rg, US67066G1040
Underlying ISIN US67066G1040
Strike 200.00
C/P type put
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 50
Value day 10.05.2023

Key figures

Premium 78.63%
Premium p.a. 683.35%
Leverage 3'085.58
Implied volatility 171.98%
Moneyness out-of-the-money
Leverage 5.0111
Delta -0.0016
Gamma 0.0000
Theta -0.0006
Rho 0.0000
Vega 0.0003
Fair value 0.01
Intrinsic value n.a.
Break-even 199.70
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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