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ZKB Call Warrant auf
Nordex SE

ISIN: CH1281037130 Security: 128103713 Symbol: NDXKYZ Life cycle
Secondary market

Bid Price 0.26

Ask Price 0.27

Currency CHF

Exchange SIX Structured Products

Volume 200'000.00

Volume 200'000.00

Date/time (delayed) 24.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 02.11.2023
Key Information Document DE 02.11.2023
Key Information Document EN 02.11.2023
Key Information Document FR 02.11.2023
Key Information Document IT 02.11.2023

Price data

  Bid Ask
Price 0.26 0.27
Volume 200'000.00 200'000.00
Date/time 24.05.24 17:15 24.05.24 17:15

Current data

Last price paid 0.26
Change +8.33% [ +0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 24.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date09.11.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +120.83%
Year to date (YTD) +246.67%
1 month +73.33%
3 months +477.78%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.12
Underlying price on issue10.21
Premium0.02%
Premium p.a.0.22%
Leverage4.54
Implied volatility0.65

Reference data

ISIN CH1281037130
Symbol NDXKYZ
Security 128103713
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Nordex, DE000A0D6554
Underlying ISIN DE000A0D6554
Strike 12.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 10
Value day 02.11.2023

Key figures

Premium 2.10%
Premium p.a. 21.87%
Leverage 5.38
Implied volatility 64.98%
Moneyness in-the-money
Leverage 4.5441
Delta 0.8447
Gamma 0.0083
Theta -0.0011
Rho 0.0009
Vega 0.0011
Fair value 0.03
Intrinsic value n.a.
Break-even 14.67
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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