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ZKB Put Warrant auf
NASDAQ 100

ISIN: CH1250728206 Security: 125072820 Symbol: NDXEWZ Life cycle
Secondary market

Bid Price 0.02

Ask Price 0.03

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 26.06.2024 09:12:21

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 04.05.2023
Key Information Document DE 04.05.2023
Key Information Document EN 04.05.2023
Key Information Document FR 04.05.2023
Key Information Document IT 04.05.2023

Price data

  Bid Ask
Price 0.02 0.03
Volume 1'000'000.00 250'000.00
Date/time 26.06.24 09:12 26.06.24 09:12

Current data

Last price paid 0.03
Change -14.29% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 21.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date11.05.2023
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -95.45%
Year to date (YTD) -66.67%
1 month -45.45%
3 months -50.00%
1 year -92.31%
3 years n.a.

Key figures on issue

Issue price0.55
Underlying price on issue13'030.21
Premium0.49%
Premium p.a.0.96%
Leverage23.44
Implied volatility0.25

Reference data

ISIN CH1250728206
Symbol NDXEWZ
Security 125072820
Exchange SIX Structured Products
Currency CHF
Expiry 31.12.2024
Underlying NASDAQ 100, US6311011026
Underlying ISIN US6311011026
Strike 10'000.00
C/P type put
Subscription ratio 1'000.00
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 1000
Value day 04.05.2023

Key figures

Premium 49.24%
Premium p.a. 95.60%
Leverage 706'230.30
Implied volatility 25.26%
Moneyness out-of-the-money
Leverage 23.4398
Delta 0.0000
Gamma 0.0003
Theta -0.0011
Rho -0.0062
Vega 0.0177
Fair value 0.03
Intrinsic value n.a.
Break-even 9'999.97
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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