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ZKB Put Warrant auf
NASDAQ 100

ISIN: CH1305136926 Security: 130513692 Symbol: NDX1LZ Life cycle
Secondary market

Bid Price 0.81

Ask Price 0.82

Currency CHF

Exchange SIX Structured Products

Volume 350'000.00

Volume 350'000.00

Date/time (delayed) 23.05.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 12.02.2024
Key Information Document DE 12.02.2024
Key Information Document EN 12.02.2024
Key Information Document FR 12.02.2024
Key Information Document IT 12.02.2024

Price data

  Bid Ask
Price 0.81 0.82
Volume 350'000.00 350'000.00
Date/time 23.05.24 17:15 23.05.24 17:15

Current data

Last price paid 0.82
Change -1.20% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 23.05.2024 17:20

Life cycle

Fixing20.06.2025
Settlement date20.02.2024
Last trading20.06.2025
Final fixing20.06.2025
Currency redemptionCHF

Performance

Perf. since issue -41.37%
Year to date (YTD) n.a.
1 month -37.40%
3 months -30.51%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price1.39
Underlying price on issue17'976.10
Premium0.09%
Premium p.a.0.08%
Leverage6.10
Implied volatility0.22

Reference data

ISIN CH1305136926
Symbol NDX1LZ
Security 130513692
Exchange SIX Structured Products
Currency CHF
Expiry 27.06.2025
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 12.02.2024

Key figures

Premium 9.22%
Premium p.a. 8.38%
Leverage 21.14
Implied volatility 22.08%
Moneyness out-of-the-money
Leverage 6.0966
Delta -0.2884
Gamma 0.0000
Theta -0.0009
Rho -0.0664
Vega 0.0616
Fair value 0.82
Intrinsic value n.a.
Break-even 17'108.57
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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