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ZKB Put Warrant auf
NASDAQ 100

ISIN: CH1305128873 Security: 130512887 Symbol: NDX74Z Life cycle
Secondary market

Bid Price 0.005

Ask Price 0.015

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 20.06.2024 09:16:26

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 29.12.2023
Key Information Document DE 29.12.2023
Key Information Document EN 29.12.2023
Key Information Document FR 29.12.2023
Key Information Document IT 29.12.2023

Price data

  Bid Ask
Price 0.005 0.015
Volume 1'000'000.00 250'000.00
Date/time 20.06.24 09:16 20.06.24 09:16

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 12.06.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date09.01.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -99.00%
Year to date (YTD) n.a.
1 month -91.18%
3 months -95.95%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price1.00
Underlying price on issue16'945.54
Premium0.12%
Premium p.a.5.55%
Leverage39.75
Implied volatility0.45

Reference data

ISIN CH1305128873
Symbol NDX74Z
Security 130512887
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying NASDAQ 100, US6311011026
Underlying ISIN US6311011026
Strike 17'500.00
C/P type put
Subscription ratio 1'000.00
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 1000
Value day 29.12.2023

Key figures

Premium 12.16%
Premium p.a. 554.62%
Leverage 1'769.26
Implied volatility 44.58%
Moneyness out-of-the-money
Leverage 39.7502
Delta -0.0225
Gamma 0.0000
Theta -0.0038
Rho -0.0001
Vega 0.0014
Fair value 0.01
Intrinsic value n.a.
Break-even 17'488.75
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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