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ZKB Put Warrant auf
NASDAQ 100

ISIN: CH1305152691 Security: 130515269 Symbol: NDXS1Z 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) 29.05.2024 09:39:43

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 25.04.2024
Key Information Document DE 25.04.2024
Key Information Document EN 25.04.2024
Key Information Document FR 25.04.2024
Key Information Document IT 25.04.2024

Price data

  Bid Ask
Price 0.39 0.40
Volume 600'000.00 600'000.00
Date/time 29.05.24 09:39 29.05.24 09:39

Current data

Last price paid 0.40
Change -2.44% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 23.05.2024 17:20

Life cycle

Fixing21.03.2025
Settlement date02.05.2024
Last trading21.03.2025
Final fixing21.03.2025
Currency redemptionCHF

Performance

Perf. since issue -51.83%
Year to date (YTD) n.a.
1 month n.a.
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.82
Underlying price on issue17'567.86
Premium0.15%
Premium p.a.0.18%
Leverage7.63
Implied volatility0.24

Reference data

ISIN CH1305152691
Symbol NDXS1Z
Security 130515269
Exchange SIX Structured Products
Currency CHF
Expiry 28.03.2025
Underlying NASDAQ 100, US6311011026
Underlying ISIN US6311011026
Strike 16'500.00
C/P type put
Subscription ratio 1'000.00
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 1000
Value day 24.04.2024

Key figures

Premium 14.85%
Premium p.a. 17.89%
Leverage 43.56
Implied volatility 24.04%
Moneyness out-of-the-money
Leverage 7.6300
Delta -0.1751
Gamma 0.0000
Theta -0.0011
Rho -0.0324
Vega 0.0404
Fair value 0.40
Intrinsic value n.a.
Break-even 16'066.85
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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