Inhaltsseite: Home

ZKB Put Warrant auf
NASDAQ 100

ISIN: CH1268374183 Security: 126837418 Symbol: NDXJJZ Life cycle
Secondary market

Bid Price 0.001

Ask Price 0.01

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 14.06.2024 05:15:00

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 0.001 0.01
Volume 1'000'000.00 250'000.00
Date/time 14.06.24 17:15 14.06.24 17:15

Current data

Last price paid 0.01
Change -33.33% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 10.06.2024 17:20

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
Premium0.18%
Premium p.a.4.78%
Leverage31.98
Implied volatility0.46

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 18.33%
Premium p.a. 477.88%
Leverage 3'171.65
Implied volatility 45.77%
Moneyness out-of-the-money
Leverage 31.9759
Delta -0.0101
Gamma 0.0000
Theta -0.0015
Rho -0.0001
Vega 0.0009
Fair value 0.01
Intrinsic value n.a.
Break-even 15'993.83
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

Ajax loading