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ZKB Call Warrant auf
NASDAQ 100

ISIN: CH1305132560 Security: 130513256 Symbol: NDXXWZ Life cycle
Secondary market

Bid Price 0.71

Ask Price 0.72

Currency CHF

Exchange SIX Structured Products

Volume 300'000.00

Volume 300'000.00

Date/time (delayed) 31.05.2024 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 0.71 0.72
Volume 300'000.00 300'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.72
Change -12.20% [ -0.10 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing20.06.2025
Settlement date01.02.2024
Last trading20.06.2025
Final fixing20.06.2025
Currency redemptionCHF

Performance

Perf. since issue -10.63%
Year to date (YTD) n.a.
1 month +5.88%
3 months -6.49%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.80
Underlying price on issue17'530.30
Premium0.19%
Premium p.a.0.18%
Leverage8.47
Implied volatility0.18

Reference data

ISIN CH1305132560
Symbol NDXXWZ
Security 130513256
Exchange SIX Structured Products
Currency CHF
Expiry 27.06.2025
Underlying NASDAQ 100, US6311011026
Underlying ISIN US6311011026
Strike 21'000.00
C/P type call
Subscription ratio 1'000.00
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 1000
Value day 25.01.2024

Key figures

Premium 19.20%
Premium p.a. 17.77%
Leverage 23.10
Implied volatility 18.41%
Moneyness out-of-the-money
Leverage 8.4676
Delta 0.3666
Gamma 0.0000
Theta -0.0023
Rho 0.0499
Vega 0.0644
Fair value 0.72
Intrinsic value n.a.
Break-even 21'791.47
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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