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ZKB Put Warrant auf
NASDAQ 100

ISIN: CH1305150893 Security: 130515089 Symbol: NDXP2Z Life cycle
Secondary market

Bid Price 0.33

Ask Price 0.34

Currency CHF

Exchange SIX Structured Products

Volume 675'000.00

Volume 675'000.00

Date/time (delayed) 16.07.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 08.04.2024
Key Information Document DE 08.04.2024
Key Information Document EN 08.04.2024
Key Information Document FR 08.04.2024
Key Information Document IT 08.04.2024

Price data

  Bid Ask
Price 0.33 0.34
Volume 675'000.00 675'000.00
Date/time 16.07.24 17:15 16.07.24 17:15

Current data

Last price paid 0.33
Change +3.13% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 16.07.2024 17:20

Life cycle

Fixing21.03.2025
Settlement date15.04.2024
Last trading21.03.2025
Final fixing21.03.2025
Currency redemptionCHF

Performance

Perf. since issue -67.16%
Year to date (YTD) n.a.
1 month -25.00%
3 months -67.33%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price1.02
Underlying price on issue18'127.22
Premium0.16%
Premium p.a.0.23%
Leverage8.44
Implied volatility0.25

Reference data

ISIN CH1305150893
Symbol NDXP2Z
Security 130515089
Exchange SIX Structured Products
Currency CHF
Expiry 28.03.2025
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 08.04.2024

Key figures

Premium 15.75%
Premium p.a. 22.55%
Leverage 54.33
Implied volatility 24.64%
Moneyness out-of-the-money
Leverage 8.4399
Delta -0.1554
Gamma 0.0000
Theta -0.0013
Rho -0.0257
Vega 0.0363
Fair value 0.34
Intrinsic value n.a.
Break-even 17'125.81
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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