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ZKB Call Warrant auf
Nordex SE

ISIN: CH1305142676 Security: 130514267 Symbol: NDXFIZ Life cycle
Secondary market

Bid Price 0.17

Ask Price 0.18

Currency CHF

Exchange SIX Structured Products

Volume 300'000.00

Volume 300'000.00

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 0.17 0.18
Volume 300'000.00 300'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.18
Change -14.29% [ -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 date12.03.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +150.00%
Year to date (YTD) n.a.
1 month +89.47%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.07
Underlying price on issue11.57
Premium0.03%
Premium p.a.0.24%
Leverage6.21
Implied volatility0.48

Reference data

ISIN CH1305142676
Symbol NDXFIZ
Security 130514267
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Nordex, DE000A0D6554
Underlying ISIN DE000A0D6554
Strike 13.00
C/P type call
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 2.81%
Premium p.a. 24.40%
Leverage 8.10
Implied volatility 47.83%
Moneyness in-the-money
Leverage 6.2056
Delta 0.7658
Gamma 0.0133
Theta -0.0009
Rho 0.0010
Vega 0.0015
Fair value 0.04
Intrinsic value n.a.
Break-even 14.77
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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