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ZKB Call Warrant auf
Netflix Inc

ISIN: CH1338499101 Security: 133849910 Symbol: NFLIMZ Life cycle
Secondary market

Bid Price 0.23

Ask Price 0.24

Currency CHF

Exchange SIX Structured Products

Volume 225'000.00

Volume 225'000.00

Date/time (delayed) 31.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 06.05.2024
Key Information Document DE 06.05.2024
Key Information Document EN 06.05.2024
Key Information Document FR 06.05.2024
Key Information Document IT 06.05.2024

Price data

  Bid Ask
Price 0.23 0.24
Volume 225'000.00 225'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.24
Change -33.33% [ -0.12 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date14.05.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +113.64%
Year to date (YTD) n.a.
1 month n.a.
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.11
Underlying price on issue579.67
Premium0.02%
Premium p.a.0.32%
Leverage15.21
Implied volatility0.27

Reference data

ISIN CH1338499101
Symbol NFLIMZ
Security 133849910
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Netflix Rg, US64110L1061
Underlying ISIN US64110L1061
Strike 620.00
C/P type call
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 100
Value day 06.05.2024

Key figures

Premium 2.42%
Premium p.a. 31.50%
Leverage 24.24
Implied volatility 26.89%
Moneyness in-the-money
Leverage 15.2070
Delta 0.6274
Gamma 0.0001
Theta -0.0034
Rho 0.0026
Vega 0.0060
Fair value 0.14
Intrinsic value n.a.
Break-even 646.02
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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