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ZKB Put Warrant auf
Netflix Inc

ISIN: CH1338498970 Security: 133849897 Symbol: NFLACZ Life cycle
redeemed

Bid Price 0.001

Ask Price 0.02

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 06.05.2024
Key Information Document DE 06.05.2024
Key Information Document EN 06.05.2024
Key Information Document FR 06.05.2024
Key Information Document IT 06.05.2024

Price data

  Bid Ask
Price 0.001 0.02
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 0.015
Change -25.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 14.06.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date14.05.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -95.43%
Year to date (YTD) n.a.
1 month -84.21%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.23
Underlying price on issue579.67
Premium0.15%
Premium p.a.7.69%
Leverage25.04
Implied volatility0.69

Reference data

ISIN CH1338498970
Symbol NFLACZ
Security 133849897
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Netflix Rg, US64110L1061
Underlying ISIN US64110L1061
Strike 580.00
C/P type put
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 100
Value day 06.05.2024

Key figures

Premium 14.76%
Premium p.a. 769.49%
Leverage 577.13
Implied volatility 68.68%
Moneyness out-of-the-money
Leverage 25.0355
Delta -0.0434
Gamma 0.0000
Theta -0.0035
Rho -0.0001
Vega 0.0008
Fair value 0.01
Intrinsic value n.a.
Break-even 578.82
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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