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ZKB Call Warrant auf
NASDAQ 100

ISIN: CH1281052295 Security: 128105229 Symbol: NDX6YZ Life cycle
Secondary market

Bid Price 1.64

Ask Price 1.65

Currency CHF

Exchange SIX Structured Products

Volume 125'000.00

Volume 125'000.00

Date/time (delayed) 31.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 13.12.2023
Key Information Document DE 13.12.2023
Key Information Document EN 13.12.2023
Key Information Document FR 13.12.2023
Key Information Document IT 13.12.2023

Price data

  Bid Ask
Price 1.64 1.65
Volume 125'000.00 125'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 1.65
Change -11.76% [ -0.22 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date20.12.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue +32.66%
Year to date (YTD) +43.48%
1 month +22.22%
3 months -4.07%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price1.24
Underlying price on issue16'391.54
Premium0.03%
Premium p.a.0.09%
Leverage7.96
Implied volatility0.21

Reference data

ISIN CH1281052295
Symbol NDX6YZ
Security 128105229
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying NASDAQ 100, US6311011026
Underlying ISIN US6311011026
Strike 17'000.00
C/P type call
Subscription ratio 1'000.00
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 1000
Value day 13.12.2023

Key figures

Premium 3.09%
Premium p.a. 9.47%
Leverage 10.03
Implied volatility 20.54%
Moneyness in-the-money
Leverage 7.9577
Delta 0.7934
Gamma 0.0000
Theta -0.0040
Rho 0.0401
Vega 0.0269
Fair value 0.51
Intrinsic value n.a.
Break-even 18'820.33
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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