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ZKB Call Warrant auf
Novartis AG

ISIN: CH1305139052 Security: 130513905 Symbol: NOVPGZ 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 21.02.2024
Key Information Document DE 21.02.2024
Key Information Document EN 21.02.2024
Key Information Document FR 21.02.2024
Key Information Document IT 21.02.2024

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 -33.33% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time n.a. n.a.

Life cycle

Fixing19.04.2024
Settlement date28.02.2024
Last trading19.04.2024
Final fixing19.04.2024
Currency redemptionCHF

Performance

Perf. since issue -88.33%
Year to date (YTD) n.a.
1 month -71.43%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.09
Underlying price on issue89.56
Premium0.09%
Premium p.a.4.72%
Leverage46.14
Implied volatility0.38

Reference data

ISIN CH1305139052
Symbol NOVPGZ
Security 130513905
Exchange SIX Structured Products
Currency CHF
Expiry 26.04.2024
Underlying Novartis N, CH0012005267
Underlying ISIN CH0012005267
Strike 92.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 21.02.2024

Key figures

Premium 9.05%
Premium p.a. 471.98%
Leverage 804.38
Implied volatility 38.16%
Moneyness out-of-the-money
Leverage 46.1396
Delta 0.0574
Gamma 0.0025
Theta -0.0034
Rho 0.0001
Vega 0.0013
Fair value 0.01
Intrinsic value n.a.
Break-even 92.11
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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