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ZKB Call Warrant auf
NASDAQ 100

ISIN: CH1305148103 Security: 130514810 Symbol: NDXZMZ Life cycle
Secondary market

Bid Price 0.19

Ask Price 0.20

Currency CHF

Exchange SIX Structured Products

Volume 550'000.00

Volume 550'000.00

Date/time (delayed) 24.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 22.03.2024
Key Information Document DE 22.03.2024
Key Information Document EN 22.03.2024
Key Information Document FR 22.03.2024
Key Information Document IT 22.03.2024

Price data

  Bid Ask
Price 0.19 0.20
Volume 550'000.00 550'000.00
Date/time 24.05.24 17:15 24.05.24 17:15

Current data

Last price paid 0.20
Change +11.11% [ +0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 22.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date02.04.2024
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -54.65%
Year to date (YTD) n.a.
1 month +110.53%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.43
Underlying price on issue18'339.71
Premium0.10%
Premium p.a.0.29%
Leverage20.72
Implied volatility0.15

Reference data

ISIN CH1305148103
Symbol NDXZMZ
Security 130514810
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying NASDAQ 100, US6311011026
Underlying ISIN US6311011026
Strike 20'500.00
C/P type call
Subscription ratio 1'000.00
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 1000
Value day 22.03.2024

Key figures

Premium 9.98%
Premium p.a. 28.92%
Leverage 88.31
Implied volatility 14.65%
Moneyness out-of-the-money
Leverage 20.7152
Delta 0.2346
Gamma 0.0000
Theta -0.0024
Rho 0.0122
Vega 0.0311
Fair value 0.20
Intrinsic value n.a.
Break-even 20'713.25
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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