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ZKB Put Warrant auf
NASDAQ 100

ISIN: CH1250734931 Security: 125073493 Symbol: NDXIIZ Life cycle
Secondary market

Bid Price 0.005

Ask Price 0.015

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 17.05.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 19.05.2023
Key Information Document DE 19.05.2023
Key Information Document EN 19.05.2023
Key Information Document FR 19.05.2023
Key Information Document IT 19.05.2023

Price data

  Bid Ask
Price 0.005 0.015
Volume 1'000'000.00 250'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

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 16.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date26.05.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -98.99%
Year to date (YTD) -87.50%
1 month n.a.
3 months -75.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.99
Underlying price on issue13'856.42
Premium0.27%
Premium p.a.2.37%
Leverage18.96
Implied volatility0.43

Reference data

ISIN CH1250734931
Symbol NDXIIZ
Security 125073493
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying NASDAQ 100, US6311011026
Underlying ISIN US6311011026
Strike 13'500.00
C/P type put
Subscription ratio 1'000.00
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 1000
Value day 19.05.2023

Key figures

Premium 27.26%
Premium p.a. 236.90%
Leverage 1'683.71
Implied volatility 43.19%
Moneyness out-of-the-money
Leverage 18.9643
Delta -0.0113
Gamma 0.0000
Theta -0.0008
Rho -0.0003
Vega 0.0017
Fair value 0.01
Intrinsic value n.a.
Break-even 13'488.99
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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