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ZKB Call Warrant auf
Netflix Inc

ISIN: CH1305132891 Security: 130513289 Symbol: NFL83Z Life cycle
Secondary market

Bid Price 0.39

Ask Price 0.40

Currency CHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 14.06.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 25.01.2024
Key Information Document DE 25.01.2024
Key Information Document EN 25.01.2024
Key Information Document FR 25.01.2024
Key Information Document IT 25.01.2024

Price data

  Bid Ask
Price 0.39 0.40
Volume 150'000.00 150'000.00
Date/time 14.06.24 17:15 14.06.24 17:15

Current data

Last price paid 0.39
Change +34.48% [ +0.10 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 14.06.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date01.02.2024
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue +71.74%
Year to date (YTD) n.a.
1 month +62.50%
3 months +5.41%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.23
Underlying price on issue549.13
Premium0.11%
Premium p.a.0.38%
Leverage7.32
Implied volatility0.37

Reference data

ISIN CH1305132891
Symbol NFL83Z
Security 130513289
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
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 25.01.2024

Key figures

Premium 10.97%
Premium p.a. 38.15%
Leverage 15.12
Implied volatility 36.51%
Moneyness out-of-the-money
Leverage 7.3200
Delta 0.4840
Gamma 0.0000
Theta -0.0026
Rho 0.0072
Vega 0.0128
Fair value 0.40
Intrinsic value n.a.
Break-even 744.35
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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