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ZKB Put Warrant auf
NASDAQ 100

ISIN: CH1250734972 Security: 125073497 Symbol: NDXSBZ Life cycle
redeemed

Bid Price 0.001

Ask Price 0.01

Currency CHF

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

Date/time (delayed) 21.06.2024 12:00:00

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 0.001 0.01
Volume 250'000.00 250'000.00
Date/time 21.06.24 12:00 21.06.24 12:00

Current data

Last price paid 0.01
Change -50.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume 1'000.00 Unit
Date/time 27.05.2024 17:15

Life cycle

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

Performance

Perf. since issue -99.59%
Year to date (YTD) -95.00%
1 month -75.00%
3 months -86.67%
1 year -99.06%
3 years n.a.

Key figures on issue

Issue price1.34
Underlying price on issue13'856.42
Premium0.27%
Premium p.a.13.88%
Leverage22.64
Implied volatility0.94

Reference data

ISIN CH1250734972
Symbol NDXSBZ
Security 125073497
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
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 19.05.2023

Key figures

Premium 26.62%
Premium p.a. 1388.15%
Leverage 3'204.61
Implied volatility 93.75%
Moneyness out-of-the-money
Leverage 22.6385
Delta -0.0071
Gamma 0.0000
Theta -0.0032
Rho 0.0000
Vega 0.0005
Fair value 0.01
Intrinsic value n.a.
Break-even 14'493.84
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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