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ZKB Put Warrant auf
NASDAQ 100

ISIN: CH1305150869 Security: 130515086 Symbol: NDXDPZ Life cycle
redeemed

Bid Price 0.001

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 12:00:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 08.04.2024
Key Information Document DE 08.04.2024
Key Information Document EN 08.04.2024
Key Information Document FR 08.04.2024
Key Information Document IT 08.04.2024

Price data

  Bid Ask
Price 0.001 0.025
Volume 1'000'000.00 250'000.00
Date/time 17.05.24 12:00 17.05.24 12:00

Current data

Last price paid 0.025
Change -50.00% [ -0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 15.05.2024 17:20

Life cycle

Fixing17.05.2024
Settlement date15.04.2024
Last trading17.05.2024
Final fixing17.05.2024
Currency redemptionCHF

Performance

Perf. since issue -96.58%
Year to date (YTD) n.a.
1 month -93.06%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.38
Underlying price on issue18'127.47
Premium0.03%
Premium p.a.1.02%
Leverage97.86
Implied volatility0.13

Reference data

ISIN CH1305150869
Symbol NDXDPZ
Security 130515086
Exchange SIX Structured Products
Currency CHF
Expiry 28.05.2024
Underlying NASDAQ 100, US6311011026
Underlying ISIN US6311011026
Strike 18'000.00
C/P type put
Subscription ratio 1'000.00
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 1000
Value day 08.04.2024

Key figures

Premium 3.08%
Premium p.a. 102.32%
Leverage 1'297.93
Implied volatility 13.01%
Moneyness out-of-the-money
Leverage 97.8609
Delta -0.0754
Gamma 0.0000
Theta -0.0023
Rho -0.0004
Vega 0.0042
Fair value 0.01
Intrinsic value n.a.
Break-even 17'985.70
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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