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ZKB Put Warrant auf
NASDAQ 100

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

Bid Price 0.45

Ask Price 0.46

Currency CHF

Exchange SIX Structured Products

Volume 625'000.00

Volume 625'000.00

Date/time (delayed) 17.05.2024 05:15:01

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 0.45 0.46
Volume 625'000.00 625'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.45
Change -6.25% [ -0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 16.05.2024 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 -61.44%
Year to date (YTD) -51.61%
1 month -40.00%
3 months -36.62%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price1.18
Underlying price on issue16'675.21
Premium0.17%
Premium p.a.0.15%
Leverage6.47
Implied volatility0.24

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 16.53%
Premium p.a. 14.75%
Leverage 37.06
Implied volatility 24.09%
Moneyness out-of-the-money
Leverage 6.4698
Delta -0.1746
Gamma 0.0000
Theta -0.0009
Rho -0.0439
Vega 0.0458
Fair value 0.46
Intrinsic value n.a.
Break-even 15'498.96
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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