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ZKB Put Warrant auf
NASDAQ 100

ISIN: CH1305132628 Security: 130513262 Symbol: NDXZZZ Life cycle
redeemed

Bid Price 0.001

Ask Price 0.01

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 21.06.2024 12:00:00

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 0.001 0.01
Volume 1'000'000.00 250'000.00
Date/time 21.06.24 12:00 21.06.24 12:00

Current data

Last price paid 0.01
Change -33.33% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 18.06.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date01.02.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -99.38%
Year to date (YTD) n.a.
1 month -92.31%
3 months -98.11%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.88
Underlying price on issue17'530.42
Premium0.09%
Premium p.a.4.64%
Leverage59.42
Implied volatility0.33

Reference data

ISIN CH1305132628
Symbol NDXZZZ
Security 130513262
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying NASDAQ 100, US6311011026
Underlying ISIN US6311011026
Strike 18'000.00
C/P type put
Subscription ratio 1'000.00
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 1000
Value day 25.01.2024

Key figures

Premium 8.90%
Premium p.a. 464.21%
Leverage 3'205.01
Implied volatility 32.90%
Moneyness out-of-the-money
Leverage 59.4236
Delta -0.0185
Gamma 0.0000
Theta -0.0026
Rho -0.0001
Vega 0.0011
Fair value 0.01
Intrinsic value n.a.
Break-even 17'993.84
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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