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ZKB Put Warrant auf
Netflix Inc

ISIN: CH1305128790 Security: 130512879 Symbol: NFL8CZ 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) 16.05.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 29.12.2023
Key Information Document DE 29.12.2023
Key Information Document EN 29.12.2023
Key Information Document FR 29.12.2023
Key Information Document IT 29.12.2023

Price data

  Bid Ask
Price 0.015 0.025
Volume 1'000'000.00 250'000.00
Date/time 16.05.24 17:15 16.05.24 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 13.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date09.01.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -96.08%
Year to date (YTD) n.a.
1 month n.a.
3 months -86.11%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.51
Underlying price on issue491.02
Premium0.19%
Premium p.a.1.61%
Leverage15.83
Implied volatility0.41

Reference data

ISIN CH1305128790
Symbol NFL8CZ
Security 130512879
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Netflix Rg, US64110L1061
Underlying ISIN US64110L1061
Strike 500.00
C/P type put
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 100
Value day 29.12.2023

Key figures

Premium 19.01%
Premium p.a. 161.39%
Leverage 278.07
Implied volatility 40.97%
Moneyness out-of-the-money
Leverage 15.8263
Delta -0.0569
Gamma 0.0000
Theta -0.0010
Rho -0.0004
Vega 0.0022
Fair value 0.02
Intrinsic value n.a.
Break-even 497.79
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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