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ZKB Put Warrant auf
Nordex SE

ISIN: CH1305142742 Security: 130514274 Symbol: NDX2TZ Life cycle
Secondary market

Bid Price 0.11

Ask Price 0.12

Currency CHF

Exchange SIX Structured Products

Volume 475'000.00

Volume 475'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 05.03.2024
Key Information Document DE 05.03.2024
Key Information Document EN 05.03.2024
Key Information Document FR 05.03.2024
Key Information Document IT 05.03.2024

Price data

  Bid Ask
Price 0.11 0.12
Volume 475'000.00 475'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.11
Change +10.00% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date12.03.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -45.24%
Year to date (YTD) n.a.
1 month -31.25%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.21
Underlying price on issue11.57
Premium0.25%
Premium p.a.0.38%
Leverage3.03
Implied volatility0.55

Reference data

ISIN CH1305142742
Symbol NDX2TZ
Security 130514274
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Nordex, DE000A0D6554
Underlying ISIN DE000A0D6554
Strike 12.00
C/P type put
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 10
Value day 05.03.2024

Key figures

Premium 24.60%
Premium p.a. 38.38%
Leverage 12.33
Implied volatility 54.64%
Moneyness out-of-the-money
Leverage 3.0348
Delta -0.2461
Gamma 0.0051
Theta -0.0004
Rho -0.0030
Vega 0.0036
Fair value 0.12
Intrinsic value n.a.
Break-even 10.83
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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