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ZKB Put Warrant auf
NASDAQ 100

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

Bid Price 0.39

Ask Price 0.40

Currency CHF

Exchange SIX Structured Products

Volume 600'000.00

Volume 600'000.00

Date/time (delayed) 28.06.2024 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 0.39 0.40
Volume 600'000.00 600'000.00
Date/time 28.06.24 17:15 28.06.24 17:15

Current data

Last price paid 0.40
Change -4.76% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 28.06.2024 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 -61.27%
Year to date (YTD) n.a.
1 month -29.82%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price1.02
Underlying price on issue18'127.22
Premium0.14%
Premium p.a.0.19%
Leverage8.11
Implied volatility0.24

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 14.10%
Premium p.a. 18.86%
Leverage 45.21
Implied volatility 23.83%
Moneyness out-of-the-money
Leverage 8.1080
Delta -0.1793
Gamma 0.0000
Theta -0.0012
Rho -0.0305
Vega 0.0404
Fair value 0.40
Intrinsic value n.a.
Break-even 17'060.70
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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