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ZKB Call Warrant auf
Netflix Inc

ISIN: CH1305138344 Security: 130513834 Symbol: NFLXYZ Life cycle
Secondary market

Bid Price 0.24

Ask Price 0.25

Currency CHF

Exchange SIX Structured Products

Volume 225'000.00

Volume 225'000.00

Date/time (delayed) 20.06.2024 12:10:33

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 21.02.2024
Key Information Document DE 21.02.2024
Key Information Document EN 21.02.2024
Key Information Document FR 21.02.2024
Key Information Document IT 21.02.2024

Price data

  Bid Ask
Price 0.24 0.25
Volume 225'000.00 225'000.00
Date/time 20.06.24 12:10 20.06.24 12:10

Current data

Last price paid 0.23
Change +4.55% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 19.06.2024 17:20

Life cycle

Fixing17.01.2025
Settlement date28.02.2024
Last trading17.01.2025
Final fixing17.01.2025
Currency redemptionCHF

Performance

Perf. since issue +36.11%
Year to date (YTD) n.a.
1 month n.a.
3 months -4.17%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.18
Underlying price on issue574.94
Premium0.34%
Premium p.a.0.56%
Leverage6.53
Implied volatility0.37

Reference data

ISIN CH1305138344
Symbol NFLXYZ
Security 130513834
Exchange SIX Structured Products
Currency CHF
Expiry 27.01.2025
Underlying Netflix Rg, US64110L1061
Underlying ISIN US64110L1061
Strike 890.00
C/P type call
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 100
Value day 21.02.2024

Key figures

Premium 33.82%
Premium p.a. 55.85%
Leverage 24.89
Implied volatility 37.35%
Moneyness out-of-the-money
Leverage 6.5288
Delta 0.2623
Gamma 0.0000
Theta -0.0015
Rho 0.0082
Vega 0.0155
Fair value 0.25
Intrinsic value n.a.
Break-even 917.55
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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