Inhaltsseite: Home

ZKB Call Warrant auf
NASDAQ 100

ISIN: CH1268379174 Security: 126837917 Symbol: NDXTVZ Life cycle
Secondary market

Bid Price 1.12

Ask Price 1.13

Currency CHF

Exchange SIX Structured Products

Volume 125'000.00

Volume 125'000.00

Date/time (delayed) 17.05.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 25.07.2023
Key Information Document DE 25.07.2023
Key Information Document EN 25.07.2023
Key Information Document FR 25.07.2023
Key Information Document IT 25.07.2023

Price data

  Bid Ask
Price 1.12 1.13
Volume 125'000.00 125'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 1.13
Change -4.24% [ -0.05 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date02.08.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +54.11%
Year to date (YTD) +82.26%
1 month +52.70%
3 months +13.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.73
Underlying price on issue15'514.34
Premium0.01%
Premium p.a.0.09%
Leverage12.96
Implied volatility0.18

Reference data

ISIN CH1268379174
Symbol NDXTVZ
Security 126837917
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying NASDAQ 100, US6311011026
Underlying ISIN US6311011026
Strike 17'500.00
C/P type call
Subscription ratio 1'000.00
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 1000
Value day 25.07.2023

Key figures

Premium 0.99%
Premium p.a. 8.62%
Leverage 14.97
Implied volatility 17.73%
Moneyness in-the-money
Leverage 12.9578
Delta 0.8654
Gamma 0.0000
Theta -0.0046
Rho 0.0164
Vega 0.0124
Fair value 0.17
Intrinsic value n.a.
Break-even 18'739.22
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

Ajax loading