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ZKB Call Warrant auf
Netflix Inc

ISIN: CH1305126398 Security: 130512639 Symbol: NFLNUZ Life cycle
Secondary market

Bid Price 0.69

Ask Price 0.70

Currency CHF

Exchange SIX Structured Products

Volume 75'000.00

Volume 75'000.00

Date/time (delayed) 03.07.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 18.12.2023
Key Information Document DE 18.12.2023
Key Information Document EN 18.12.2023
Key Information Document FR 18.12.2023
Key Information Document IT 18.12.2023

Price data

  Bid Ask
Price 0.69 0.70
Volume 75'000.00 75'000.00
Date/time 03.07.24 17:15 03.07.24 17:15

Current data

Last price paid 0.69
Change +6.15% [ +0.04 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 02.07.2024 17:20

Life cycle

Fixing17.01.2025
Settlement date27.12.2023
Last trading17.01.2025
Final fixing17.01.2025
Currency redemptionCHF

Performance

Perf. since issue +202.17%
Year to date (YTD) +213.64%
1 month +32.69%
3 months +25.45%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.23
Underlying price on issue471.98
Premium0.14%
Premium p.a.0.25%
Leverage4.96
Implied volatility0.37

Reference data

ISIN CH1305126398
Symbol NFLNUZ
Security 130512639
Exchange SIX Structured Products
Currency CHF
Expiry 27.01.2025
Underlying Netflix Rg, US64110L1061
Underlying ISIN US64110L1061
Strike 700.00
C/P type call
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 100
Value day 18.12.2023

Key figures

Premium 14.05%
Premium p.a. 24.66%
Leverage 8.83
Implied volatility 37.05%
Moneyness out-of-the-money
Leverage 4.9626
Delta 0.5618
Gamma 0.0000
Theta -0.0020
Rho 0.0157
Vega 0.0183
Fair value 0.70
Intrinsic value n.a.
Break-even 777.14
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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