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ZKB Put Warrant auf
NASDAQ 100

ISIN: CH1338505659 Security: 133850565 Symbol: NDX5BZ Life cycle
redeemed

Bid Price n.a.

Ask Price n.a.

Currency n.a.

Exchange SIX Structured Products

Volume n.a.

Volume n.a.

Date/time (delayed) n.a. n.a.

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 n.a. n.a.
Volume n.a. n.a.
Date/time n.a. n.a. n.a. n.a.

Current data

Last price paid n.a.
Change -40.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time n.a. n.a.

Life cycle

Fixing16.08.2024
Settlement date30.05.2024
Last trading16.08.2024
Final fixing16.08.2024
Currency redemptionCHF

Performance

Perf. since issue -98.51%
Year to date (YTD) n.a.
1 month -76.92%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.67
Underlying price on issue18'689.18
Premium0.03%
Premium p.a.1.34%
Leverage122.33
Implied volatility0.13

Reference data

ISIN CH1338505659
Symbol NDX5BZ
Security 133850565
Exchange SIX Structured Products
Currency CHF
Expiry 23.08.2024
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 2.57%
Premium p.a. 134.21%
Leverage 1'691.82
Implied volatility 13.17%
Moneyness out-of-the-money
Leverage 122.3337
Delta -0.0723
Gamma 0.0000
Theta -0.0029
Rho -0.0002
Vega 0.0032
Fair value 0.01
Intrinsic value n.a.
Break-even 18'988.48
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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