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ZKB Call Warrant auf
NASDAQ 100

ISIN: CH1338505501 Security: 133850550 Symbol: NDXM1Z Life cycle
Secondary market

Bid Price 1.38

Ask Price 1.39

Currency CHF

Exchange SIX Structured Products

Volume 125'000.00

Volume 125'000.00

Date/time (delayed) 05.07.2024 05:15:00

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Product Download

Security PDF for download Publication date
Termsheet 22.05.2024
Key Information Document DE 22.05.2024
Key Information Document EN 22.05.2024
Key Information Document FR 22.05.2024
Key Information Document IT 22.05.2024

Price data

  Bid Ask
Price 1.38 1.39
Volume 125'000.00 125'000.00
Date/time 05.07.24 17:15 05.07.24 17:15

Current data

Last price paid 1.38
Change +11.29% [ +0.14 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 05.07.2024 17:20

Life cycle

Fixing16.08.2024
Settlement date30.05.2024
Last trading16.08.2024
Final fixing16.08.2024
Currency redemptionCHF

Performance

Perf. since issue +134.75%
Year to date (YTD) n.a.
1 month +150.91%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.59
Underlying price on issue18'689.18
Premium0.01%
Premium p.a.0.07%
Leverage11.94
Implied volatility0.16

Reference data

ISIN CH1338505501
Symbol NDXM1Z
Security 133850550
Exchange SIX Structured Products
Currency CHF
Expiry 23.08.2024
Underlying NASDAQ 100, US6311011026
Underlying ISIN US6311011026
Strike 19'000.00
C/P type call
Subscription ratio 1'000.00
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 1000
Value day 22.05.2024

Key figures

Premium 0.93%
Premium p.a. 6.93%
Leverage 13.19
Implied volatility 16.15%
Moneyness in-the-money
Leverage 11.9415
Delta 0.9054
Gamma 0.0000
Theta -0.0041
Rho 0.0218
Vega 0.0113
Fair value 0.17
Intrinsic value n.a.
Break-even 20'543.30
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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