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ZKB Put Warrant auf
NASDAQ 100

ISIN: CH1268383127 Security: 126838312 Symbol: NDXL4Z Life cycle
Secondary market

Bid Price 0.025

Ask Price 0.035

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 20.06.2024 09:16:26

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 14.08.2023
Key Information Document DE 14.08.2023
Key Information Document EN 14.08.2023
Key Information Document FR 14.08.2023
Key Information Document IT 14.08.2023

Price data

  Bid Ask
Price 0.025 0.035
Volume 1'000'000.00 250'000.00
Date/time 20.06.24 09:16 20.06.24 09:16

Current data

Last price paid 0.035
Change -30.00% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 12.06.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date21.08.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -97.37%
Year to date (YTD) -91.03%
1 month -63.16%
3 months -81.58%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price1.14
Underlying price on issue15'081.57
Premium0.25%
Premium p.a.0.92%
Leverage15.50
Implied volatility0.31

Reference data

ISIN CH1268383127
Symbol NDXL4Z
Security 126838312
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying NASDAQ 100, US6311011026
Underlying ISIN US6311011026
Strike 15'000.00
C/P type put
Subscription ratio 1'000.00
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 1000
Value day 14.08.2023

Key figures

Premium 24.83%
Premium p.a. 91.53%
Leverage 589.75
Implied volatility 30.78%
Moneyness out-of-the-money
Leverage 15.4969
Delta -0.0263
Gamma 0.0000
Theta -0.0008
Rho -0.0018
Vega 0.0056
Fair value 0.03
Intrinsic value n.a.
Break-even 14'966.24
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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