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ZKB Call Warrant auf
NASDAQ 100

ISIN: CH1338505527 Security: 133850552 Symbol: NDXSYZ Life cycle
Secondary market

Bid Price 1.40

Ask Price 1.41

Currency CHF

Exchange SIX Structured Products

Volume 175'000.00

Volume 175'000.00

Date/time (delayed) 24.06.2024 03:34:36

Sell Buy 

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 1.40 1.41
Volume 175'000.00 175'000.00
Date/time 24.06.24 15:34 24.06.24 15:34

Current data

Last price paid 1.44
Change -6.49% [ -0.10 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 21.06.2024 17:20

Life cycle

Fixing21.03.2025
Settlement date30.05.2024
Last trading21.03.2025
Final fixing21.03.2025
Currency redemptionCHF

Performance

Perf. since issue +19.40%
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 price1.16
Underlying price on issue18'689.43
Premium0.09%
Premium p.a.0.12%
Leverage7.59
Implied volatility0.19

Reference data

ISIN CH1338505527
Symbol NDXSYZ
Security 133850552
Exchange SIX Structured Products
Currency CHF
Expiry 28.03.2025
Underlying NASDAQ 100, US6311011026
Underlying ISIN US6311011026
Strike 20'000.00
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 9.39%
Premium p.a. 12.38%
Leverage 12.71
Implied volatility 18.84%
Moneyness out-of-the-money
Leverage 7.5890
Delta 0.5973
Gamma 0.0000
Theta -0.0034
Rho 0.0682
Vega 0.0593
Fair value 1.39
Intrinsic value n.a.
Break-even 21'550.59
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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