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ZKB Call Warrant auf
Novartis AG

ISIN: CH1305142437 Security: 130514243 Symbol: NOVB1Z 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 04.03.2024
Key Information Document DE 04.03.2024
Key Information Document EN 04.03.2024
Key Information Document FR 04.03.2024
Key Information Document IT 04.03.2024

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 -25.00% [ -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 date11.03.2024
Last trading19.04.2024
Final fixing19.04.2024
Currency redemptionCHF

Performance

Perf. since issue -91.92%
Year to date (YTD) n.a.
1 month -75.00%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.13
Underlying price on issue90.21
Premium0.07%
Premium p.a.3.49%
Leverage56.48
Implied volatility0.30

Reference data

ISIN CH1305142437
Symbol NOVB1Z
Security 130514243
Exchange SIX Structured Products
Currency CHF
Expiry 26.04.2024
Underlying Novartis N, CH0012005267
Underlying ISIN CH0012005267
Strike 90.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 04.03.2024

Key figures

Premium 6.68%
Premium p.a. 348.50%
Leverage 804.38
Implied volatility 30.28%
Moneyness out-of-the-money
Leverage 56.4813
Delta 0.0702
Gamma 0.0037
Theta -0.0032
Rho 0.0001
Vega 0.0015
Fair value 0.01
Intrinsic value n.a.
Break-even 90.11
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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