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ZKB Put Warrant auf
Netflix Inc

ISIN: CH1305126414 Security: 130512641 Symbol: NFLVLZ 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) 31.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 18.12.2023
Key Information Document DE 18.12.2023
Key Information Document EN 18.12.2023
Key Information Document FR 18.12.2023
Key Information Document IT 18.12.2023

Price data

  Bid Ask
Price 0.01 0.02
Volume 1'000'000.00 250'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

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 27.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date27.12.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -96.88%
Year to date (YTD) -96.05%
1 month -70.00%
3 months -85.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.48
Underlying price on issue471.98
Premium0.24%
Premium p.a.3.16%
Leverage14.35
Implied volatility0.59

Reference data

ISIN CH1305126414
Symbol NFLVLZ
Security 130512641
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Netflix Rg, US64110L1061
Underlying ISIN US64110L1061
Strike 480.00
C/P type put
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 100
Value day 18.12.2023

Key figures

Premium 24.27%
Premium p.a. 316.43%
Leverage 380.29
Implied volatility 59.34%
Moneyness out-of-the-money
Leverage 14.3500
Delta -0.0377
Gamma 0.0000
Theta -0.0013
Rho -0.0002
Vega 0.0013
Fair value 0.02
Intrinsic value n.a.
Break-even 478.34
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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