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ZKB Call Warrant auf
Netflix Inc

ISIN: CH1305142296 Security: 130514229 Symbol: NFLKSZ Life cycle
Secondary market

Bid Price 0.17

Ask Price 0.18

Currency CHF

Exchange SIX Structured Products

Volume 325'000.00

Volume 325'000.00

Date/time (delayed) 15.07.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 04.03.2024
Key Information Document DE 04.03.2024
Key Information Document EN 04.03.2024
Key Information Document FR 04.03.2024
Key Information Document IT 04.03.2024

Price data

  Bid Ask
Price 0.17 0.18
Volume 325'000.00 325'000.00
Date/time 15.07.24 17:15 15.07.24 17:15

Current data

Last price paid 0.17
Change +6.25% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 15.07.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date11.03.2024
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -48.53%
Year to date (YTD) n.a.
1 month -29.17%
3 months -34.62%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.34
Underlying price on issue623.72
Premium0.16%
Premium p.a.0.77%
Leverage10.02
Implied volatility0.38

Reference data

ISIN CH1305142296
Symbol NFLKSZ
Security 130514229
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Netflix Rg, US64110L1061
Underlying ISIN US64110L1061
Strike 750.00
C/P type call
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 100
Value day 04.03.2024

Key figures

Premium 15.61%
Premium p.a. 77.00%
Leverage 34.03
Implied volatility 38.42%
Moneyness out-of-the-money
Leverage 10.0151
Delta 0.2943
Gamma 0.0000
Theta -0.0026
Rho 0.0032
Vega 0.0092
Fair value 0.18
Intrinsic value n.a.
Break-even 769.56
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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