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ZKB Put Warrant auf
Netflix Inc

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

Bid Price 0.015

Ask Price 0.025

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 17.05.2024 05:15:00

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 0.015 0.025
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 0.025
Change -16.67% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 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 -96.72%
Year to date (YTD) -95.54%
1 month n.a.
3 months -87.50%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.61
Underlying price on issue493.20
Premium0.16%
Premium p.a.1.42%
Leverage17.84
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 16.39%
Premium p.a. 142.42%
Leverage 281.14
Implied volatility 36.35%
Moneyness out-of-the-money
Leverage 17.8421
Delta -0.0635
Gamma 0.0000
Theta -0.0010
Rho -0.0004
Vega 0.0024
Fair value 0.02
Intrinsic value n.a.
Break-even 517.80
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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