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ZKB Put Warrant auf
NASDAQ 100

ISIN: CH1338505535 Security: 133850553 Symbol: NDXIBZ Life cycle
Secondary market

Bid Price 0.67

Ask Price 0.68

Currency CHF

Exchange SIX Structured Products

Volume 350'000.00

Volume 350'000.00

Date/time (delayed) 20.06.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 22.05.2024
Key Information Document DE 22.05.2024
Key Information Document EN 22.05.2024
Key Information Document FR 22.05.2024
Key Information Document IT 22.05.2024

Price data

  Bid Ask
Price 0.67 0.68
Volume 350'000.00 350'000.00
Date/time 20.06.24 17:15 20.06.24 17:15

Current data

Last price paid 0.68
Change 0.00% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume 6'000.00 Unit
Date/time 19.06.2024 17:15

Life cycle

Fixing21.03.2025
Settlement date30.05.2024
Last trading21.03.2025
Final fixing21.03.2025
Currency redemptionCHF

Performance

Perf. since issue -43.75%
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 price1.20
Underlying price on issue18'689.43
Premium0.08%
Premium p.a.0.11%
Leverage7.51
Implied volatility0.22

Reference data

ISIN CH1338505535
Symbol NDXIBZ
Security 133850553
Exchange SIX Structured Products
Currency CHF
Expiry 28.03.2025
Underlying NASDAQ 100, US6311011026
Underlying ISIN US6311011026
Strike 19'000.00
C/P type put
Subscription ratio 1'000.00
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 1000
Value day 22.05.2024

Key figures

Premium 8.47%
Premium p.a. 11.00%
Leverage 26.29
Implied volatility 21.94%
Moneyness out-of-the-money
Leverage 7.5098
Delta -0.2856
Gamma 0.0000
Theta -0.0012
Rho -0.0464
Vega 0.0529
Fair value 0.68
Intrinsic value n.a.
Break-even 18'242.03
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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