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ZKB Put Warrant auf
NASDAQ 100

ISIN: CH1268374183 Security: 126837418 Symbol: NDXJJZ Life cycle
redeemed

Bid Price n.a.

Ask Price n.a.

Currency n.a.

Exchange SIX Structured Products

Volume n.a.

Volume n.a.

Date/time (delayed) n.a. n.a.

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 20.06.2023
Key Information Document DE 20.06.2023
Key Information Document EN 20.06.2023
Key Information Document FR 20.06.2023
Key Information Document IT 20.06.2023

Price data

  Bid Ask
Price n.a. n.a.
Volume n.a. n.a.
Date/time n.a. n.a. n.a. n.a.

Current data

Last price paid n.a.
Change -33.33% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time n.a. n.a.

Life cycle

Fixing21.06.2024
Settlement date27.06.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -99.64%
Year to date (YTD) -97.56%
1 month -71.43%
3 months -91.67%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price1.51
Underlying price on issue15'012.46
Premium0.19%
Premium p.a.9.92%
Leverage31.11
Implied volatility0.67

Reference data

ISIN CH1268374183
Symbol NDXJJZ
Security 126837418
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying NASDAQ 100, US6311011026
Underlying ISIN US6311011026
Strike 16'000.00
C/P type put
Subscription ratio 1'000.00
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 1000
Value day 20.06.2023

Key figures

Premium 19.03%
Premium p.a. 992.17%
Leverage 3'204.61
Implied volatility 66.73%
Moneyness out-of-the-money
Leverage 31.1126
Delta -0.0097
Gamma 0.0000
Theta -0.0030
Rho 0.0000
Vega 0.0006
Fair value 0.01
Intrinsic value n.a.
Break-even 15'993.84
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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