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ZKB Put Warrant auf
NASDAQ 100

ISIN: CH1305128451 Security: 130512845 Symbol: NDXJ8Z Life cycle
Secondary market

Bid Price 0.70

Ask Price 0.71

Currency CHF

Exchange SIX Structured Products

Volume 400'000.00

Volume 400'000.00

Date/time (delayed) 31.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 21.12.2023
Key Information Document DE 21.12.2023
Key Information Document EN 21.12.2023
Key Information Document FR 21.12.2023
Key Information Document IT 21.12.2023

Price data

  Bid Ask
Price 0.70 0.71
Volume 400'000.00 400'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.70
Change +9.37% [ +0.06 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing20.06.2025
Settlement date03.01.2024
Last trading20.06.2025
Final fixing20.06.2025
Currency redemptionCHF

Performance

Perf. since issue -53.62%
Year to date (YTD) -42.15%
1 month -23.91%
3 months -20.45%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price1.52
Underlying price on issue16'674.72
Premium0.11%
Premium p.a.0.10%
Leverage6.03
Implied volatility0.23

Reference data

ISIN CH1305128451
Symbol NDXJ8Z
Security 130512845
Exchange SIX Structured Products
Currency CHF
Expiry 27.06.2025
Underlying NASDAQ 100, US6311011026
Underlying ISIN US6311011026
Strike 17'000.00
C/P type put
Subscription ratio 1'000.00
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 1000
Value day 21.12.2023

Key figures

Premium 11.30%
Premium p.a. 10.48%
Leverage 23.42
Implied volatility 23.36%
Moneyness out-of-the-money
Leverage 6.0320
Delta -0.2575
Gamma 0.0000
Theta -0.0009
Rho -0.0573
Vega 0.0552
Fair value 0.71
Intrinsic value n.a.
Break-even 16'219.34
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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