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ZKB Call Warrant auf
Netflix Inc

ISIN: CH1338499135 Security: 133849913 Symbol: NFLWTZ Life cycle
Secondary market

Bid Price 0.69

Ask Price 0.70

Currency CHF

Exchange SIX Structured Products

Volume 75'000.00

Volume 75'000.00

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 0.69 0.70
Volume 75'000.00 75'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.70
Change -12.50% [ -0.10 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing17.01.2025
Settlement date14.05.2024
Last trading17.01.2025
Final fixing17.01.2025
Currency redemptionCHF

Performance

Perf. since issue +26.36%
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 price0.55
Underlying price on issue579.67
Premium0.15%
Premium p.a.0.23%
Leverage4.69
Implied volatility0.37

Reference data

ISIN CH1338499135
Symbol NFLWTZ
Security 133849913
Exchange SIX Structured Products
Currency CHF
Expiry 27.01.2025
Underlying Netflix Rg, US64110L1061
Underlying ISIN US64110L1061
Strike 650.00
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 15.05%
Premium p.a. 22.79%
Leverage 8.22
Implied volatility 36.51%
Moneyness out-of-the-money
Leverage 4.6854
Delta 0.5702
Gamma 0.0000
Theta -0.0018
Rho 0.0169
Vega 0.0182
Fair value 0.70
Intrinsic value n.a.
Break-even 726.89
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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