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ZKB Call Warrant auf
Nordex SE

ISIN: CH1305142700 Security: 130514270 Symbol: NDXS2Z Life cycle
Secondary market

Bid Price 0.06

Ask Price 0.07

Currency CHF

Exchange SIX Structured Products

Volume 925'000.00

Volume 475'000.00

Date/time (delayed) 25.06.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 05.03.2024
Key Information Document DE 05.03.2024
Key Information Document EN 05.03.2024
Key Information Document FR 05.03.2024
Key Information Document IT 05.03.2024

Price data

  Bid Ask
Price 0.06 0.07
Volume 925'000.00 475'000.00
Date/time 25.06.24 17:15 25.06.24 17:15

Life cycle

Fixing20.12.2024
Settlement date12.03.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -7.14%
Year to date (YTD) n.a.
1 month -59.38%
3 months 0.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.07
Underlying price on issue11.57
Premium0.35%
Premium p.a.0.66%
Leverage5.42
Implied volatility0.47

Reference data

Key figures

Premium 35.38%
Premium p.a. 66.22%
Leverage 18.15
Implied volatility 47.24%
Moneyness out-of-the-money
Leverage 5.4188
Delta 0.2985
Gamma 0.0085
Theta -0.0004
Rho 0.0015
Vega 0.0030
Fair value 0.07
Intrinsic value n.a.
Break-even 16.68
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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