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ZKB Put Warrant auf
NASDAQ 100

ISIN: CH1268366353 Security: 126836635 Symbol: NDXKIZ Life cycle
Secondary market

Bid Price 0.015

Ask Price 0.025

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 17.05.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 02.06.2023
Key Information Document DE 02.06.2023
Key Information Document EN 02.06.2023
Key Information Document FR 02.06.2023
Key Information Document IT 02.06.2023

Price data

  Bid Ask
Price 0.015 0.025
Volume 1'000'000.00 250'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.025
Change -16.67% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 15.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date09.06.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -98.62%
Year to date (YTD) -92.42%
1 month -70.59%
3 months -85.29%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price1.45
Underlying price on issue14'516.15
Premium0.17%
Premium p.a.1.44%
Leverage24.73
Implied volatility0.30

Reference data

ISIN CH1268366353
Symbol NDXKIZ
Security 126836635
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying NASDAQ 100, US6311011026
Underlying ISIN US6311011026
Strike 15'500.00
C/P type put
Subscription ratio 1'000.00
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 1000
Value day 02.06.2023

Key figures

Premium 16.57%
Premium p.a. 144.01%
Leverage 842.25
Implied volatility 29.78%
Moneyness out-of-the-money
Leverage 24.7335
Delta -0.0294
Gamma 0.0000
Theta -0.0013
Rho -0.0007
Vega 0.0038
Fair value 0.02
Intrinsic value n.a.
Break-even 15'477.97
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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