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ZKB Put Warrant auf
NVIDIA Corp

ISIN: CH1250737140 Security: 125073714 Symbol: NVDBFZ Life cycle
Secondary market

Bid Price 0.005

Ask Price 0.015

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 25.05.2023
Key Information Document DE 25.05.2023
Key Information Document EN 25.05.2023
Key Information Document FR 25.05.2023
Key Information Document IT 25.05.2023

Price data

  Bid Ask
Price 0.005 0.015
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 0.015
Change -25.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 02.04.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date02.06.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -99.05%
Year to date (YTD) -91.67%
1 month -40.00%
3 months -91.67%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price1.05
Underlying price on issue378.67
Premium0.63%
Premium p.a.5.44%
Leverage7.00
Implied volatility1.19

Reference data

ISIN CH1250737140
Symbol NVDBFZ
Security 125073714
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying NVIDIA Rg, US67066G1040
Underlying ISIN US67066G1040
Strike 350.00
C/P type put
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 50
Value day 25.05.2023

Key figures

Premium 62.61%
Premium p.a. 544.09%
Leverage 1'697.07
Implied volatility 119.34%
Moneyness out-of-the-money
Leverage 7.0007
Delta -0.0041
Gamma 0.0000
Theta -0.0010
Rho -0.0001
Vega 0.0007
Fair value 0.01
Intrinsic value n.a.
Break-even 349.45
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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