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ZKB Call Warrant auf
NASDAQ 100

ISIN: CH1305132537 Security: 130513253 Symbol: NDXGCZ Life cycle
Secondary market

Bid Price 1.47

Ask Price 1.48

Currency CHF

Exchange SIX Structured Products

Volume 175'000.00

Volume 175'000.00

Date/time (delayed) 25.09.2024 05:15:00

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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 1.47 1.48
Volume 175'000.00 175'000.00
Date/time 25.09.24 17:15 25.09.24 17:15

Current data

Last price paid 1.47
Change +4.26% [ +0.06 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 25.09.2024 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 +27.16%
Year to date (YTD) n.a.
1 month +1.38%
3 months -15.03%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price1.16
Underlying price on issue17'530.42
Premium0.09%
Premium p.a.0.12%
Leverage7.05
Implied volatility0.20

Reference data

ISIN CH1305132537
Symbol NDXGCZ
Security 130513253
Exchange SIX Structured Products
Currency CHF
Expiry 27.06.2025
Underlying NASDAQ 100, US6311011026
Underlying ISIN US6311011026
Strike 20'000.00
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 8.71%
Premium p.a. 11.56%
Leverage 11.51
Implied volatility 20.18%
Moneyness out-of-the-money
Leverage 7.0451
Delta 0.6119
Gamma 0.0000
Theta -0.0032
Rho 0.0672
Vega 0.0565
Fair value 1.48
Intrinsic value n.a.
Break-even 21'736.81
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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