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ZKB Put Warrant auf
Netflix Inc

ISIN: CH1338499010 Security: 133849901 Symbol: NFLCOZ Life cycle
Secondary market

Bid Price 0.42

Ask Price 0.43

Currency CHF

Exchange SIX Structured Products

Volume 125'000.00

Volume 125'000.00

Date/time (delayed) 14.06.2024 05:15:00

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 0.42 0.43
Volume 125'000.00 125'000.00
Date/time 14.06.24 17:15 14.06.24 17:15

Current data

Last price paid 0.43
Change -10.42% [ -0.05 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 14.06.2024 17:20

Life cycle

Fixing21.03.2025
Settlement date14.05.2024
Last trading21.03.2025
Final fixing21.03.2025
Currency redemptionCHF

Performance

Perf. since issue -46.20%
Year to date (YTD) n.a.
1 month -29.51%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.79
Underlying price on issue579.67
Premium0.18%
Premium p.a.0.23%
Leverage3.76
Implied volatility0.40

Reference data

ISIN CH1338499010
Symbol NFLCOZ
Security 133849901
Exchange SIX Structured Products
Currency CHF
Expiry 28.03.2025
Underlying Netflix Rg, US64110L1061
Underlying ISIN US64110L1061
Strike 600.00
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 17.99%
Premium p.a. 22.88%
Leverage 14.12
Implied volatility 40.43%
Moneyness out-of-the-money
Leverage 3.7640
Delta -0.2666
Gamma 0.0000
Theta -0.0009
Rho -0.0159
Vega 0.0175
Fair value 0.43
Intrinsic value n.a.
Break-even 552.29
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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