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ZKB Put Warrant auf
Netflix Inc

ISIN: CH1305133238 Security: 130513323 Symbol: NFLC2Z Life cycle
Secondary market

Bid Price 0.48

Ask Price 0.49

Currency CHF

Exchange SIX Structured Products

Volume 125'000.00

Volume 125'000.00

Date/time (delayed) 17.05.2024 05:15:00

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 0.48 0.49
Volume 125'000.00 125'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.49
Change -2.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 17:20

Life cycle

Fixing17.01.2025
Settlement date01.02.2024
Last trading17.01.2025
Final fixing17.01.2025
Currency redemptionCHF

Performance

Perf. since issue -45.51%
Year to date (YTD) n.a.
1 month -15.52%
3 months -28.99%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.89
Underlying price on issue549.28
Premium0.13%
Premium p.a.0.19%
Leverage3.87
Implied volatility0.39

Reference data

ISIN CH1305133238
Symbol NFLC2Z
Security 130513323
Exchange SIX Structured Products
Currency CHF
Expiry 27.01.2025
Underlying Netflix Rg, US64110L1061
Underlying ISIN US64110L1061
Strike 590.00
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 13.28%
Premium p.a. 19.01%
Leverage 11.58
Implied volatility 38.77%
Moneyness out-of-the-money
Leverage 3.8710
Delta -0.3342
Gamma 0.0000
Theta -0.0009
Rho -0.0165
Vega 0.0171
Fair value 0.49
Intrinsic value n.a.
Break-even 536.59
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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