Inhaltsseite: Home

ZKB Call Warrant auf
Nordex SE

ISIN: CH1268367070 Security: 126836707 Symbol: NDXULZ Life cycle
Secondary market

Bid Price 0.005

Ask Price 0.015

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 18.06.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 02.06.2023
Key Information Document DE 02.06.2023
Key Information Document EN 02.06.2023
Key Information Document FR 02.06.2023
Key Information Document IT 02.06.2023

Price data

  Bid Ask
Price 0.005 0.015
Volume 1'000'000.00 250'000.00
Date/time 18.06.24 17:15 18.06.24 17:15

Current data

Last price paid 0.015
Change -25.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 13.06.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date09.06.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -87.50%
Year to date (YTD) -40.00%
1 month -66.67%
3 months n.a.
1 year -80.00%
3 years n.a.

Key figures on issue

Issue price0.08
Underlying price on issue11.63
Premium0.21%
Premium p.a.7.65%
Leverage11.04
Implied volatility1.08

Reference data

ISIN CH1268367070
Symbol NDXULZ
Security 126836707
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Nordex, DE000A0D6554
Underlying ISIN DE000A0D6554
Strike 14.80
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 02.06.2023

Key figures

Premium 20.96%
Premium p.a. 764.90%
Leverage 58.91
Implied volatility 108.28%
Moneyness out-of-the-money
Leverage 11.0440
Delta 0.1875
Gamma 0.0064
Theta -0.0014
Rho 0.0000
Vega 0.0003
Fair value 0.01
Intrinsic value n.a.
Break-even 15.01
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

Ajax loading