Inhaltsseite: Home

ZKB Put Warrant auf
Nordex SE

ISIN: CH1281051255 Security: 128105125 Symbol: NDX8BZ Life cycle
Secondary market

Bid Price 0.055

Ask Price 0.065

Currency CHF

Exchange SIX Structured Products

Volume 925'000.00

Volume 475'000.00

Date/time (delayed) 24.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 08.12.2023
Key Information Document DE 08.12.2023
Key Information Document EN 08.12.2023
Key Information Document FR 08.12.2023
Key Information Document IT 08.12.2023

Price data

  Bid Ask
Price 0.055 0.065
Volume 925'000.00 475'000.00
Date/time 24.05.24 17:15 24.05.24 17:15

Current data

Last price paid 0.065
Change -7.14% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 14.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date15.12.2023
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -70.00%
Year to date (YTD) -63.89%
1 month -23.53%
3 months -59.38%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.20
Underlying price on issue10.07
Premium0.35%
Premium p.a.0.56%
Leverage3.39
Implied volatility0.59

Reference data

ISIN CH1281051255
Symbol NDX8BZ
Security 128105125
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Nordex, DE000A0D6554
Underlying ISIN DE000A0D6554
Strike 10.00
C/P type put
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 10
Value day 08.12.2023

Key figures

Premium 34.66%
Premium p.a. 55.74%
Leverage 23.78
Implied volatility 58.55%
Moneyness out-of-the-money
Leverage 3.3889
Delta -0.1425
Gamma 0.0034
Theta -0.0003
Rho -0.0016
Vega 0.0025
Fair value 0.06
Intrinsic value n.a.
Break-even 9.40
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

Ajax loading