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ZKB Put Warrant auf
NASDAQ 100

ISIN: CH1250728263 Security: 125072826 Symbol: NDXUVZ Life cycle
Secondary market

Bid Price 0.085

Ask Price 0.095

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 500'000.00

Date/time (delayed) 21.06.2024 05:15:01

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 0.085 0.095
Volume 1'000'000.00 500'000.00
Date/time 21.06.24 17:15 21.06.24 17:15

Current data

Last price paid 0.085
Change -22.73% [ -0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 12.06.2024 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 -95.48%
Year to date (YTD) -80.68%
1 month -46.88%
3 months -67.31%
1 year -92.41%
3 years n.a.

Key figures on issue

Issue price1.99
Underlying price on issue13'030.21
Premium0.27%
Premium p.a.0.50%
Leverage40.26
Implied volatility0.13

Reference data

ISIN CH1250728263
Symbol NDXUVZ
Security 125072826
Exchange SIX Structured Products
Currency CHF
Expiry 31.12.2024
Underlying NASDAQ 100, US6311011026
Underlying ISIN US6311011026
Strike 14'500.00
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 26.63%
Premium p.a. 50.36%
Leverage 196'268.82
Implied volatility 13.38%
Moneyness out-of-the-money
Leverage 40.2589
Delta -0.0002
Gamma 0.0006
Theta -0.0029
Rho -0.0268
Vega 0.0997
Fair value 0.09
Intrinsic value n.a.
Break-even 14'499.90
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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