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ZKB Call Warrant auf
Nordex SE

ISIN: CH1281051248 Security: 128105124 Symbol: NDXKVZ Life cycle
Secondary market

Bid Price 0.24

Ask Price 0.25

Currency CHF

Exchange SIX Structured Products

Volume 225'000.00

Volume 225'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 08.12.2023
Key Information Document DE 08.12.2023
Key Information Document EN 08.12.2023
Key Information Document FR 08.12.2023
Key Information Document IT 08.12.2023

Price data

  Bid Ask
Price 0.24 0.25
Volume 225'000.00 225'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.25
Change -7.41% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date15.12.2023
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue +145.00%
Year to date (YTD) +233.33%
1 month +66.67%
3 months +212.50%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.10
Underlying price on issue10.07
Premium0.15%
Premium p.a.0.23%
Leverage3.63
Implied volatility0.47

Reference data

ISIN CH1281051248
Symbol NDXKVZ
Security 128105124
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Nordex, DE000A0D6554
Underlying ISIN DE000A0D6554
Strike 14.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 10
Value day 08.12.2023

Key figures

Premium 14.70%
Premium p.a. 22.93%
Leverage 5.79
Implied volatility 47.40%
Moneyness in-the-money
Leverage 3.6274
Delta 0.6267
Gamma 0.0070
Theta -0.0005
Rho 0.0041
Vega 0.0043
Fair value 0.21
Intrinsic value n.a.
Break-even 16.48
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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