Inhaltsseite: Home

ZKB Call Warrant auf
Nordex SE

ISIN: CH1268369860 Security: 126836986 Symbol: NDXMDZ Life cycle
Secondary market

Bid Price 0.02

Ask Price 0.03

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 17.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 12.06.2023
Key Information Document DE 12.06.2023
Key Information Document EN 12.06.2023
Key Information Document FR 12.06.2023
Key Information Document IT 12.06.2023

Price data

  Bid Ask
Price 0.02 0.03
Volume 1'000'000.00 250'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.03
Change -14.29% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 16.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date19.06.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -72.22%
Year to date (YTD) +50.00%
1 month +20.00%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.09
Underlying price on issue11.14
Premium0.20%
Premium p.a.1.74%
Leverage11.19
Implied volatility0.51

Reference data

ISIN CH1268369860
Symbol NDXMDZ
Security 126836986
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Nordex, DE000A0D6554
Underlying ISIN DE000A0D6554
Strike 17.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 10
Value day 12.06.2023

Key figures

Premium 20.07%
Premium p.a. 174.37%
Leverage 56.72
Implied volatility 51.38%
Moneyness out-of-the-money
Leverage 11.1865
Delta 0.1972
Gamma 0.0112
Theta -0.0008
Rho 0.0003
Vega 0.0013
Fair value 0.03
Intrinsic value n.a.
Break-even 17.25
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

Ajax loading