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ZKB Put Warrant auf
NASDAQ 100

ISIN: CH1268383093 Security: 126838309 Symbol: NDX4FZ Life cycle
Secondary market

Bid Price 0.02

Ask Price 0.03

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 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 0.02 0.03
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 16.05.2024 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 -94.05%
Year to date (YTD) -79.17%
1 month -54.55%
3 months -61.54%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.42
Underlying price on issue15'081.57
Premium0.35%
Premium p.a.0.97%
Leverage11.37
Implied volatility0.38

Reference data

ISIN CH1268383093
Symbol NDX4FZ
Security 126838309
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying NASDAQ 100, US6311011026
Underlying ISIN US6311011026
Strike 12'000.00
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 35.44%
Premium p.a. 97.25%
Leverage 673.49
Implied volatility 37.51%
Moneyness out-of-the-money
Leverage 11.3710
Delta -0.0169
Gamma 0.0000
Theta -0.0006
Rho -0.0017
Vega 0.0043
Fair value 0.03
Intrinsic value n.a.
Break-even 11'972.47
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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