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ZKB Put Warrant auf
Netflix Inc

ISIN: CH1305133006 Security: 130513300 Symbol: NFLFBZ Life cycle
Secondary market

Bid Price 0.04

Ask Price 0.05

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 25.01.2024
Key Information Document DE 25.01.2024
Key Information Document EN 25.01.2024
Key Information Document FR 25.01.2024
Key Information Document IT 25.01.2024

Price data

  Bid Ask
Price 0.04 0.05
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 0.05
Change -9.09% [ 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 date01.02.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -90.63%
Year to date (YTD) n.a.
1 month -73.68%
3 months -84.38%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.48
Underlying price on issue549.17
Premium0.10%
Premium p.a.0.90%
Leverage17.86
Implied volatility0.31

Reference data

ISIN CH1305133006
Symbol NFLFBZ
Security 130513300
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Netflix Rg, US64110L1061
Underlying ISIN US64110L1061
Strike 560.00
C/P type put
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 100
Value day 25.01.2024

Key figures

Premium 10.35%
Premium p.a. 89.93%
Leverage 124.92
Implied volatility 30.86%
Moneyness out-of-the-money
Leverage 17.8565
Delta -0.1429
Gamma 0.0000
Theta -0.0015
Rho -0.0010
Vega 0.0043
Fair value 0.05
Intrinsic value n.a.
Break-even 555.04
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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