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ZKB Put Warrant auf
NASDAQ 100

ISIN: CH1268374183 Security: 126837418 Symbol: NDXJJZ 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 

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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

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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