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ZKB Call Warrant auf
Nordex SE

ISIN: CH1338497626 Security: 133849762 Symbol: NDXLBZ Life cycle
Secondary market

Bid Price 0.025

Ask Price 0.035

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 19.06.2024 02:04:55

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 0.025 0.035
Volume 1'000'000.00 250'000.00
Date/time 19.06.24 14:04 19.06.24 14:04

Current data

Last price paid 0.035
Change -12.50% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 13.06.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date14.05.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -50.00%
Year to date (YTD) n.a.
1 month -58.82%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.06
Underlying price on issue13.60
Premium0.56%
Premium p.a.1.02%
Leverage6.27
Implied volatility0.47

Reference data

ISIN CH1338497626
Symbol NDXLBZ
Security 133849762
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Nordex, DE000A0D6554
Underlying ISIN DE000A0D6554
Strike 19.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 10
Value day 06.05.2024

Key figures

Premium 56.40%
Premium p.a. 102.43%
Leverage 39.09
Implied volatility 47.40%
Moneyness out-of-the-money
Leverage 6.2735
Delta 0.1605
Gamma 0.0059
Theta -0.0003
Rho 0.0009
Vega 0.0021
Fair value 0.03
Intrinsic value n.a.
Break-even 19.32
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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