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ZKB Put Warrant auf
Netflix Inc

ISIN: CH1305133188 Security: 130513318 Symbol: NFL1CZ Life cycle
Secondary market

Bid Price 0.12

Ask Price 0.13

Currency CHF

Exchange SIX Structured Products

Volume 475'000.00

Volume 475'000.00

Date/time (delayed) 24.06.2024 03:38:19

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 25.01.2024
Key Information Document DE 25.01.2024
Key Information Document EN 25.01.2024
Key Information Document FR 25.01.2024
Key Information Document IT 25.01.2024

Price data

  Bid Ask
Price 0.12 0.13
Volume 475'000.00 475'000.00
Date/time 24.06.24 15:38 24.06.24 15:38

Current data

Last price paid 0.13
Change -7.14% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 18.06.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date01.02.2024
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -83.80%
Year to date (YTD) n.a.
1 month -51.85%
3 months -67.50%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.71
Underlying price on issue549.12
Premium0.17%
Premium p.a.0.67%
Leverage8.50
Implied volatility0.40

Reference data

ISIN CH1305133188
Symbol NFL1CZ
Security 130513318
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Netflix Rg, US64110L1061
Underlying ISIN US64110L1061
Strike 580.00
C/P type put
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 100
Value day 25.01.2024

Key figures

Premium 17.34%
Premium p.a. 66.64%
Leverage 53.26
Implied volatility 39.90%
Moneyness out-of-the-money
Leverage 8.4969
Delta -0.1595
Gamma 0.0000
Theta -0.0014
Rho -0.0028
Vega 0.0076
Fair value 0.12
Intrinsic value n.a.
Break-even 567.12
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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