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ZKB Put Warrant auf
Novartis AG

ISIN: CH1281034160 Security: 128103416 Symbol: NOVL2Z Life cycle
Secondary market

Bid Price 0.01

Ask Price 0.02

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 17.05.2024 09:09:05

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 16.10.2023
Key Information Document DE 16.10.2023
Key Information Document EN 16.10.2023
Key Information Document FR 16.10.2023
Key Information Document IT 16.10.2023

Price data

  Bid Ask
Price 0.01 0.02
Volume 1'000'000.00 250'000.00
Date/time 17.05.24 09:09 17.05.24 09:09

Current data

Last price paid 0.02
Change -20.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 13.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date23.10.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -95.16%
Year to date (YTD) -93.33%
1 month n.a.
3 months -88.89%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.31
Underlying price on issue87.19
Premium0.10%
Premium p.a.0.90%
Leverage30.17
Implied volatility0.22

Reference data

ISIN CH1281034160
Symbol NOVL2Z
Security 128103416
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Novartis N, CH0012005267
Underlying ISIN CH0012005267
Strike 84.00
C/P type put
Subscription ratio 15.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 15
Value day 16.10.2023

Key figures

Premium 10.32%
Premium p.a. 89.67%
Leverage 444.91
Implied volatility 21.81%
Moneyness out-of-the-money
Leverage 30.1659
Delta -0.0678
Gamma 0.0013
Theta -0.0007
Rho -0.0005
Vega 0.0029
Fair value 0.02
Intrinsic value n.a.
Break-even 83.79
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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