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ZKB Call Warrant auf
NASDAQ 100

ISIN: CH1268383069 Security: 126838306 Symbol: NDX7NZ Life cycle
Secondary market

Bid Price 3.02

Ask Price 3.03

Currency CHF

Exchange SIX Structured Products

Volume 125'000.00

Volume 125'000.00

Date/time (delayed) 14.06.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 14.08.2023
Key Information Document DE 14.08.2023
Key Information Document EN 14.08.2023
Key Information Document FR 14.08.2023
Key Information Document IT 14.08.2023

Price data

  Bid Ask
Price 3.02 3.03
Volume 125'000.00 125'000.00
Date/time 14.06.24 17:15 14.06.24 17:15

Current data

Last price paid 3.02
Change +1.34% [ +0.04 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 14.06.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date21.08.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue +145.93%
Year to date (YTD) +114.18%
1 month +48.77%
3 months +45.89%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price1.23
Underlying price on issue15'081.57
Premium0.02%
Premium p.a.0.05%
Leverage5.51
Implied volatility0.21

Reference data

ISIN CH1268383069
Symbol NDX7NZ
Security 126838306
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying NASDAQ 100, US6311011026
Underlying ISIN US6311011026
Strike 16'500.00
C/P type call
Subscription ratio 1'000.00
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 1000
Value day 14.08.2023

Key figures

Premium 1.53%
Premium p.a. 5.33%
Leverage 5.77
Implied volatility 21.40%
Moneyness in-the-money
Leverage 5.5088
Delta 0.9547
Gamma 0.0000
Theta -0.0029
Rho 0.0466
Vega 0.0089
Fair value 0.27
Intrinsic value n.a.
Break-even 19'895.98
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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