Call-Warrant

Termsheet  
Symbol: NEEL3Z
Underlyings: NextEra Energy Inc.
ISIN: CH1396307303
Issuer:
Zürcher Kantonalbank
Trade

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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
16.12.25
12:37:17
0.150
0.160
CHF
Volume
175,000
175,000
Trading hours for this product: 8:00 – 21:45

Performance

Closing prev. day 0.150
Diff. absolute / % 0.00 0.00%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Details Underlying Information & Tools

Core Data

Name Call-Warrant
ISIN CH1396307303
Valor 139630730
Symbol NEEL3Z
Strike 80.00 USD
Type Warrants
Type Bull
Ratio 20.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 18/12/2024
Date of maturity 26/01/2026
Last trading day 16/01/2026
Settlement Type Cash payout
IRS 871m Potentially in scope for combined transactions
Currency safeguarded No
Pricing Clean
Issuer Zürcher Kantonalbank

Underlyings

Name NextEra Energy Inc.
ISIN US65339F1012
Price 69.325 EUR
Date 16/12/25 13:59
Ratio 20.00

Key data

Intrinsic value 0.08
Time value 0.06
Implied volatility 0.20%
Leverage 19.85
Delta 0.68
Gamma 0.08
Vega 0.08
Distance to Strike -1.65
Distance to Strike in % -2.02%

market maker quality Date: 15/12/2025

Average Spread 6.25%
Last Best Bid Price 0.13 CHF
Last Best Ask Price 0.14 CHF
Last Best Bid Volume 400,000
Last Best Ask Volume 400,000
Average Buy Volume 86,218
Average Sell Volume 86,213
Average Buy Value 13,328 CHF
Average Sell Value 14,190 CHF
Spreads Availability Ratio 9.88%
Quote Availability 100.21%

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