Inhaltsseite: Home

ZKB Call Warrant auf
NASDAQ 100

ISIN: CH1305128998 Security: 130512899 Symbol: NDX26Z Life cycle
Secondary market

Bid Price 3.23

Ask Price 3.24

Currency CHF

Exchange SIX Structured Products

Volume 125'000.00

Volume 125'000.00

Date/time (delayed) 24.06.2024 03:35:03

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 03.01.2024
Key Information Document DE 03.01.2024
Key Information Document EN 03.01.2024
Key Information Document FR 03.01.2024
Key Information Document IT 03.01.2024

Price data

  Bid Ask
Price 3.23 3.24
Volume 125'000.00 125'000.00
Date/time 24.06.24 15:35 24.06.24 15:35

Current data

Last price paid 3.29
Change -3.52% [ -0.12 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 21.06.2024 17:20

Life cycle

Fixing20.06.2025
Settlement date10.01.2024
Last trading20.06.2025
Final fixing20.06.2025
Currency redemptionCHF

Performance

Perf. since issue +65.72%
Year to date (YTD) n.a.
1 month +28.52%
3 months +25.10%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price1.94
Underlying price on issue16'448.12
Premium0.07%
Premium p.a.0.07%
Leverage4.42
Implied volatility0.22

Reference data

ISIN CH1305128998
Symbol NDX26Z
Security 130512899
Exchange SIX Structured Products
Currency CHF
Expiry 27.06.2025
Underlying NASDAQ 100, US6311011026
Underlying ISIN US6311011026
Strike 17'500.00
C/P type call
Subscription ratio 1'000.00
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 1000
Value day 03.01.2024

Key figures

Premium 7.10%
Premium p.a. 7.04%
Leverage 5.47
Implied volatility 22.36%
Moneyness in-the-money
Leverage 4.4180
Delta 0.8072
Gamma 0.0000
Theta -0.0030
Rho 0.1247
Vega 0.0484
Fair value 1.25
Intrinsic value n.a.
Break-even 21'099.26
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

Ajax loading