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ZKB Put Warrant auf
Netflix Inc

ISIN: CH1305128154 Security: 130512815 Symbol: NFLL3Z Life cycle
Secondary market

Bid Price 0.02

Ask Price 0.03

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 17.05.2024 09:16:46

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 21.12.2023
Key Information Document DE 21.12.2023
Key Information Document EN 21.12.2023
Key Information Document FR 21.12.2023
Key Information Document IT 21.12.2023

Price data

  Bid Ask
Price 0.02 0.03
Volume 1'000'000.00 250'000.00
Date/time 17.05.24 09:16 17.05.24 09:16

Current data

Last price paid 0.03
Change -14.29% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 14.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date03.01.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -95.90%
Year to date (YTD) -94.64%
1 month -70.00%
3 months -86.96%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.61
Underlying price on issue493.20
Premium0.15%
Premium p.a.1.33%
Leverage17.28
Implied volatility0.36

Reference data

ISIN CH1305128154
Symbol NFLL3Z
Security 130512815
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Netflix Rg, US64110L1061
Underlying ISIN US64110L1061
Strike 520.00
C/P type put
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 100
Value day 21.12.2023

Key figures

Premium 15.28%
Premium p.a. 132.77%
Leverage 221.74
Implied volatility 36.12%
Moneyness out-of-the-money
Leverage 17.2811
Delta -0.0779
Gamma 0.0000
Theta -0.0011
Rho -0.0005
Vega 0.0027
Fair value 0.03
Intrinsic value n.a.
Break-even 517.25
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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