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ZKB Call Warrant auf
Nordex SE

ISIN: CH1281051180 Security: 128105118 Symbol: NDXX3Z 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) 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 0.35 0.36
Volume 150'000.00 150'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.36
Change -7.69% [ -0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date15.12.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +173.08%
Year to date (YTD) +227.27%
1 month +71.43%
3 months +227.27%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.13
Underlying price on issue10.07
Premium0.02%
Premium p.a.0.15%
Leverage3.56
Implied volatility0.71

Reference data

ISIN CH1281051180
Symbol NDXX3Z
Security 128105118
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Nordex, DE000A0D6554
Underlying ISIN DE000A0D6554
Strike 11.00
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 1.73%
Premium p.a. 15.00%
Leverage 3.99
Implied volatility 71.22%
Moneyness in-the-money
Leverage 3.5592
Delta 0.8923
Gamma 0.0054
Theta -0.0008
Rho 0.0010
Vega 0.0009
Fair value 0.02
Intrinsic value n.a.
Break-even 14.60
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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