Inhaltsseite: Home

ZKB Call Warrant auf 2024-17.01.2025 Newmont Goldcorp Corporation
Newmont Goldcorp Corporation

ISIN: CH1338517506 Security: 133851750 Symbol: NEMJTZ Life cycle
Secondary market

Bid Price 0.35

Ask Price 0.36

Currency CHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 22.07.2024 04:31:21

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 11.07.2024
Key Information Document DE 11.07.2024
Key Information Document EN 11.07.2024

Price data

  Bid Ask
Price 0.35 0.36
Volume 150'000.00 150'000.00
Date/time 22.07.24 16:31 22.07.24 16:31

Current data

Last price paid 0.38
Change -11.63% [ -0.05 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 19.07.2024 17:20

Life cycle

Fixing17.01.2025
Settlement date18.07.2024
Last trading17.01.2025
Final fixing17.01.2025
Currency redemptionCHF

Performance

Perf. since issue +1.43%
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 price0.35
Underlying price on issue45.60
Premium0.15%
Premium p.a.0.30%
Leverage5.57
Implied volatility0.37

Reference data

ISIN CH1338517506
Symbol NEMJTZ
Security 133851750
Exchange SIX Structured Products
Currency CHF
Expiry 27.01.2025
Underlying Newmont Goldcorp Rg, US6516391066
Underlying ISIN US6516391066
Strike 50.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 10
Value day 11.07.2024

Key figures

Premium 15.48%
Premium p.a. 29.89%
Leverage 11.71
Implied volatility 37.44%
Moneyness out-of-the-money
Leverage 5.5655
Delta 0.4752
Gamma 0.0035
Theta -0.0013
Rho 0.0084
Vega 0.0118
Fair value 0.36
Intrinsic value n.a.
Break-even 53.99
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

Ajax loading