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ZKB Put Warrant auf
NVIDIA Corp

ISIN: CH1305130507 Security: 130513050 Symbol: NVDJYZ Life cycle
Secondary market

Bid Price 0.015

Ask Price 0.025

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 17.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 11.01.2024
Key Information Document DE 11.01.2024
Key Information Document EN 11.01.2024
Key Information Document FR 11.01.2024
Key Information Document IT 11.01.2024

Price data

  Bid Ask
Price 0.015 0.025
Volume 1'000'000.00 250'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.02
Change -33.33% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 15.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date19.01.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -98.54%
Year to date (YTD) n.a.
1 month -71.43%
3 months -94.87%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price1.37
Underlying price on issue548.78
Premium0.39%
Premium p.a.3.39%
Leverage11.14
Implied volatility0.70

Reference data

ISIN CH1305130507
Symbol NVDJYZ
Security 130513050
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying NVIDIA Rg, US67066G1040
Underlying ISIN US67066G1040
Strike 570.00
C/P type put
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 50
Value day 11.01.2024

Key figures

Premium 39.04%
Premium p.a. 339.25%
Leverage 847.29
Implied volatility 69.85%
Moneyness out-of-the-money
Leverage 11.1435
Delta -0.0132
Gamma 0.0000
Theta -0.0016
Rho -0.0002
Vega 0.0019
Fair value 0.02
Intrinsic value n.a.
Break-even 568.90
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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