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ZKB Call Warrant auf
Netflix Inc

ISIN: CH1338499200 Security: 133849920 Symbol: NFL87Z Life cycle
Secondary market

Bid Price 0.57

Ask Price 0.58

Currency CHF

Exchange SIX Structured Products

Volume 100'000.00

Volume 100'000.00

Date/time (delayed) 19.06.2024 03:32:03

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 0.57 0.58
Volume 100'000.00 100'000.00
Date/time 19.06.24 15:32 19.06.24 15:32

Current data

Last price paid 0.55
Change 0.00% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 18.06.2024 17:20

Life cycle

Fixing20.06.2025
Settlement date14.05.2024
Last trading20.06.2025
Final fixing20.06.2025
Currency redemptionCHF

Performance

Perf. since issue +74.24%
Year to date (YTD) n.a.
1 month +41.03%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.33
Underlying price on issue579.67
Premium0.32%
Premium p.a.0.31%
Leverage4.42
Implied volatility0.38

Reference data

ISIN CH1338499200
Symbol NFL87Z
Security 133849920
Exchange SIX Structured Products
Currency CHF
Expiry 27.06.2025
Underlying Netflix Rg, US64110L1061
Underlying ISIN US64110L1061
Strike 840.00
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 32.00%
Premium p.a. 31.21%
Leverage 10.54
Implied volatility 37.84%
Moneyness out-of-the-money
Leverage 4.4168
Delta 0.4191
Gamma 0.0000
Theta -0.0015
Rho 0.0201
Vega 0.0239
Fair value 0.58
Intrinsic value n.a.
Break-even 905.06
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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