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ZKB Put Warrant auf
Nordex SE

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

Bid Price 0.03

Ask Price 0.04

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 27.09.2024 01:19:13

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 0.03 0.04
Volume 1'000'000.00 250'000.00
Date/time 27.09.24 13:19 27.09.24 13:19

Current data

Last price paid 0.035
Change -12.50% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 20.09.2024 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 -82.50%
Year to date (YTD) -80.56%
1 month -30.00%
3 months -56.25%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.20
Underlying price on issue10.07
Premium0.32%
Premium p.a.1.15%
Leverage4.71
Implied volatility0.69

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 31.71%
Premium p.a. 114.60%
Leverage 37.97
Implied volatility 68.90%
Moneyness out-of-the-money
Leverage 4.7125
Delta -0.1241
Gamma 0.0043
Theta -0.0005
Rho -0.0006
Vega 0.0014
Fair value 0.04
Intrinsic value n.a.
Break-even 9.63
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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