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ZKB Put Warrant auf
NASDAQ 100

ISIN: CH1281036397 Security: 128103639 Symbol: NDX0HZ Life cycle
Secondary market

Bid Price 0.01

Ask Price 0.02

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 22.05.2024 05:15:00

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 0.01 0.02
Volume 1'000'000.00 250'000.00
Date/time 22.05.24 17:15 22.05.24 17:15

Current data

Last price paid 0.02
Change -20.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 16.05.2024 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 -95.45%
Year to date (YTD) -75.00%
1 month -50.00%
3 months -55.56%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.33
Underlying price on issue14'479.26
Premium0.41%
Premium p.a.1.18%
Leverage10.98
Implied volatility0.42

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 41.42%
Premium p.a. 118.13%
Leverage 1'142.52
Implied volatility 42.08%
Moneyness out-of-the-money
Leverage 10.9750
Delta -0.0096
Gamma 0.0000
Theta -0.0004
Rho -0.0011
Vega 0.0026
Fair value 0.02
Intrinsic value n.a.
Break-even 10'983.59
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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