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ZKB Put Warrant auf
NASDAQ 100

ISIN: CH1250734923 Security: 125073492 Symbol: NDXISZ Life cycle
Secondary market

Bid Price 0.01

Ask Price 0.02

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 31.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 19.05.2023
Key Information Document DE 19.05.2023
Key Information Document EN 19.05.2023
Key Information Document FR 19.05.2023
Key Information Document IT 19.05.2023

Price data

  Bid Ask
Price 0.01 0.02
Volume 1'000'000.00 250'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.015
Change -25.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 22.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date26.05.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -98.70%
Year to date (YTD) -90.63%
1 month -66.67%
3 months -76.92%
1 year -98.50%
3 years n.a.

Key figures on issue

Issue price1.15
Underlying price on issue13'856.42
Premium0.23%
Premium p.a.3.05%
Leverage19.84
Implied volatility0.48

Reference data

ISIN CH1250734923
Symbol NDXISZ
Security 125073492
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying NASDAQ 100, US6311011026
Underlying ISIN US6311011026
Strike 14'000.00
C/P type put
Subscription ratio 1'000.00
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 1000
Value day 19.05.2023

Key figures

Premium 23.40%
Premium p.a. 305.09%
Leverage 1'099.17
Implied volatility 47.99%
Moneyness out-of-the-money
Leverage 19.8421
Delta -0.0181
Gamma 0.0000
Theta -0.0017
Rho -0.0003
Vega 0.0020
Fair value 0.02
Intrinsic value n.a.
Break-even 13'983.39
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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