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ZKB Call Warrant auf
Nordex SE

ISIN: CH1268369860 Security: 126836986 Symbol: NDXMDZ 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) 17.06.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 12.06.2023
Key Information Document DE 12.06.2023
Key Information Document EN 12.06.2023
Key Information Document FR 12.06.2023
Key Information Document IT 12.06.2023

Price data

  Bid Ask
Price 0.005 0.015
Volume 1'000'000.00 250'000.00
Date/time 17.06.24 17:15 17.06.24 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 10.06.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date19.06.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -88.89%
Year to date (YTD) -25.00%
1 month -50.00%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.09
Underlying price on issue11.14
Premium0.37%
Premium p.a.12.22%
Leverage10.97
Implied volatility1.23

Reference data

ISIN CH1268369860
Symbol NDXMDZ
Security 126836986
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Nordex, DE000A0D6554
Underlying ISIN DE000A0D6554
Strike 17.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 10
Value day 12.06.2023

Key figures

Premium 36.84%
Premium p.a. 1222.32%
Leverage 119.47
Implied volatility 122.86%
Moneyness out-of-the-money
Leverage 10.9705
Delta 0.0918
Gamma 0.0065
Theta -0.0019
Rho 0.0000
Vega 0.0003
Fair value 0.01
Intrinsic value n.a.
Break-even 17.10
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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