Inhaltsseite: Home

ZKB Put Warrant auf
NASDAQ 100

ISIN: CH1281036397 Security: 128103639 Symbol: NDX0HZ Life cycle
redeemed

Bid Price 0.005

Ask Price 0.015

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 20.09.2024 12:00:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 23.10.2023
Key Information Document DE 23.10.2023
Key Information Document EN 23.10.2023
Key Information Document FR 23.10.2023
Key Information Document IT 23.10.2023

Price data

  Bid Ask
Price 0.005 0.015
Volume 1'000'000.00 250'000.00
Date/time 20.09.24 12:00 20.09.24 12:00

Current data

Last price paid 0.015
Change -25.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 14.08.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date30.10.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -96.97%
Year to date (YTD) -81.25%
1 month n.a.
3 months -40.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.33
Underlying price on issue14'479.26
Premium0.45%
Premium p.a.23.26%
Leverage11.29
Implied volatility1.82

Reference data

ISIN CH1281036397
Symbol NDX0HZ
Security 128103639
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying NASDAQ 100, US6311011026
Underlying ISIN US6311011026
Strike 11'000.00
C/P type put
Subscription ratio 1'000.00
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 1000
Value day 23.10.2023

Key figures

Premium 44.62%
Premium p.a. 2326.37%
Leverage 1'683.77
Implied volatility 181.76%
Moneyness out-of-the-money
Leverage 11.2944
Delta -0.0067
Gamma 0.0000
Theta -0.0057
Rho 0.0000
Vega 0.0004
Fair value 0.01
Intrinsic value n.a.
Break-even 10'988.22
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

Ajax loading