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ZKB Call Warrant auf
Novartis AG

ISIN: CH1305138666 Security: 130513866 Symbol: NOVV4Z Life cycle
Secondary market

Bid Price 0.36

Ask Price 0.37

Currency CHF

Exchange SIX Structured Products

Volume 175'000.00

Volume 175'000.00

Date/time (delayed) 15.05.2024 05:15:00

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 0.36 0.37
Volume 175'000.00 175'000.00
Date/time 15.05.24 17:15 15.05.24 17:15

Current data

Last price paid 0.37
Change +23.33% [ +0.07 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 14.05.2024 17:20

Life cycle

Fixing17.05.2024
Settlement date28.02.2024
Last trading17.05.2024
Final fixing17.05.2024
Currency redemptionCHF

Performance

Perf. since issue +82.50%
Year to date (YTD) n.a.
1 month +428.57%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.20
Underlying price on issue89.60
Premium0.00%
Premium p.a.0.11%
Leverage21.34
Implied volatility0.21

Reference data

ISIN CH1305138666
Symbol NOVV4Z
Security 130513866
Exchange SIX Structured Products
Currency CHF
Expiry 27.05.2024
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 21.02.2024

Key figures

Premium 0.38%
Premium p.a. 11.41%
Leverage 25.56
Implied volatility 20.83%
Moneyness in-the-money
Leverage 21.3377
Delta 0.8348
Gamma 0.0070
Theta -0.0039
Rho 0.0024
Vega 0.0042
Fair value 0.04
Intrinsic value n.a.
Break-even 93.65
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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