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ZKB Put Warrant auf
Netflix Inc

ISIN: CH1305138385 Security: 130513838 Symbol: NFL6HZ Life cycle
Secondary market

Bid Price 0.12

Ask Price 0.13

Currency CHF

Exchange SIX Structured Products

Volume 475'000.00

Volume 475'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 21.02.2024
Key Information Document DE 21.02.2024
Key Information Document EN 21.02.2024
Key Information Document FR 21.02.2024
Key Information Document IT 21.02.2024

Price data

  Bid Ask
Price 0.12 0.13
Volume 475'000.00 475'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.13
Change -7.14% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date28.02.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -78.45%
Year to date (YTD) n.a.
1 month -59.38%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.58
Underlying price on issue574.94
Premium0.05%
Premium p.a.0.46%
Leverage14.98
Implied volatility0.28

Reference data

ISIN CH1305138385
Symbol NFL6HZ
Security 130513838
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Netflix Rg, US64110L1061
Underlying ISIN US64110L1061
Strike 600.00
C/P type put
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 100
Value day 21.02.2024

Key figures

Premium 5.25%
Premium p.a. 45.66%
Leverage 44.95
Implied volatility 28.31%
Moneyness out-of-the-money
Leverage 14.9814
Delta -0.3333
Gamma 0.0001
Theta -0.0021
Rho -0.0023
Vega 0.0069
Fair value 0.13
Intrinsic value n.a.
Break-even 586.23
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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