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ZKB Put Warrant auf
NASDAQ 100

ISIN: CH1338505634 Security: 133850563 Symbol: NDX3LZ Life cycle
Secondary market

Bid Price 0.075

Ask Price 0.085

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 500'000.00

Date/time (delayed) 27.06.2024 05:15:01

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 0.075 0.085
Volume 1'000'000.00 500'000.00
Date/time 27.06.24 17:15 27.06.24 17:15

Current data

Last price paid 0.085
Change -10.53% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 27.06.2024 17:20

Life cycle

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

Performance

Perf. since issue -74.19%
Year to date (YTD) n.a.
1 month -64.58%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.31
Underlying price on issue18'689.18
Premium0.09%
Premium p.a.0.59%
Leverage24.00
Implied volatility0.21

Reference data

ISIN CH1338505634
Symbol NDX3LZ
Security 133850563
Exchange SIX Structured Products
Currency CHF
Expiry 23.08.2024
Underlying NASDAQ 100, US6311011026
Underlying ISIN US6311011026
Strike 18'000.00
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 9.18%
Premium p.a. 58.79%
Leverage 221.36
Implied volatility 21.13%
Moneyness out-of-the-money
Leverage 24.0029
Delta -0.1084
Gamma 0.0000
Theta -0.0021
Rho -0.0034
Vega 0.0130
Fair value 0.08
Intrinsic value n.a.
Break-even 17'910.91
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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