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ZKB Put Warrant auf
Novartis AG

ISIN: CH1281033071 Security: 128103307 Symbol: NOVMLZ 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) 15.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 04.10.2023
Key Information Document DE 04.10.2023
Key Information Document EN 04.10.2023
Key Information Document FR 04.10.2023
Key Information Document IT 04.10.2023

Price data

  Bid Ask
Price 0.005 0.015
Volume 1'000'000.00 250'000.00
Date/time 15.05.24 17:15 15.05.24 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 10.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date11.10.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -95.45%
Year to date (YTD) -92.11%
1 month -72.73%
3 months -83.33%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.22
Underlying price on issue87.80
Premium0.14%
Premium p.a.1.19%
Leverage26.59
Implied volatility0.26

Reference data

ISIN CH1281033071
Symbol NOVMLZ
Security 128103307
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Novartis N, CH0012005267
Underlying ISIN CH0012005267
Strike 80.00
C/P type put
Subscription ratio 15.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 15
Value day 04.10.2023

Key figures

Premium 14.41%
Premium p.a. 119.50%
Leverage 666.43
Implied volatility 26.20%
Moneyness out-of-the-money
Leverage 26.5950
Delta -0.0399
Gamma 0.0007
Theta -0.0006
Rho -0.0003
Vega 0.0020
Fair value 0.01
Intrinsic value n.a.
Break-even 79.86
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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