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ZKB Call Warrant auf
Novartis AG

ISIN: CH1305140605 Security: 130514060 Symbol: NOVR4Z Life cycle
Secondary market

Bid Price 0.065

Ask Price 0.075

Currency CHF

Exchange SIX Structured Products

Volume 600'000.00

Volume 300'000.00

Date/time (delayed) 16.05.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 26.02.2024
Key Information Document DE 26.02.2024
Key Information Document EN 26.02.2024
Key Information Document FR 26.02.2024
Key Information Document IT 26.02.2024

Price data

  Bid Ask
Price 0.065 0.075
Volume 600'000.00 300'000.00
Date/time 16.05.24 17:15 16.05.24 17:15

Current data

Last price paid 0.075
Change -55.88% [ -0.10 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 16.05.2024 17:20

Life cycle

Fixing17.05.2024
Settlement date04.03.2024
Last trading17.05.2024
Final fixing17.05.2024
Currency redemptionCHF

Performance

Perf. since issue -65.00%
Year to date (YTD) n.a.
1 month +87.50%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.20
Underlying price on issue91.86
Premium0.00%
Premium p.a.0.03%
Leverage104.32
Implied volatility0.04

Reference data

ISIN CH1305140605
Symbol NOVR4Z
Security 130514060
Exchange SIX Structured Products
Currency CHF
Expiry 27.05.2024
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 26.02.2024

Key figures

Premium 0.09%
Premium p.a. 2.87%
Leverage 132.31
Implied volatility 3.71%
Moneyness in-the-money
Leverage 104.3185
Delta 0.7884
Gamma 0.0365
Theta -0.0009
Rho 0.0024
Vega 0.0034
Fair value 0.01
Intrinsic value n.a.
Break-even 92.70
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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