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ZKB Put Warrant auf
NASDAQ 100

ISIN: CH1305128436 Security: 130512843 Symbol: NDXD2Z Life cycle
Secondary market

Bid Price 0.35

Ask Price 0.36

Currency CHF

Exchange SIX Structured Products

Volume 825'000.00

Volume 825'000.00

Date/time (delayed) 26.06.2024 03:05:18

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 0.35 0.36
Volume 825'000.00 825'000.00
Date/time 26.06.24 15:05 26.06.24 15:05

Current data

Last price paid 0.35
Change +6.06% [ +0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 21.06.2024 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 -70.76%
Year to date (YTD) -62.37%
1 month -22.22%
3 months -42.62%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price1.18
Underlying price on issue16'675.21
Premium0.21%
Premium p.a.0.21%
Leverage6.74
Implied volatility0.26

Reference data

ISIN CH1305128436
Symbol NDXD2Z
Security 130512843
Exchange SIX Structured Products
Currency CHF
Expiry 27.06.2025
Underlying NASDAQ 100, US6311011026
Underlying ISIN US6311011026
Strike 16'000.00
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 20.74%
Premium p.a. 20.68%
Leverage 51.16
Implied volatility 26.18%
Moneyness out-of-the-money
Leverage 6.7358
Delta -0.1317
Gamma 0.0000
Theta -0.0010
Rho -0.0330
Vega 0.0377
Fair value 0.35
Intrinsic value n.a.
Break-even 15'614.93
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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