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ZKB Mini-Future Short auf
S&P 500®

ISIN: CH1268379687 Security: 126837968 Symbol: ISPR2Z Life cycle
redeemed

Bid Price n.a.

Ask Price n.a.

Currency n.a.

Exchange SIX Structured Products

Volume n.a.

Volume n.a.

Date/time (delayed) n.a. n.a.

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 21.03.2024
Key Information Document DE 21.03.2024
Key Information Document EN 21.03.2024
Key Information Document FR 21.03.2024
Key Information Document IT 21.03.2024

Price data

  Bid Ask
Price n.a. n.a.
Volume n.a. n.a.
Date/time n.a. n.a. n.a. n.a.

Current data

Last price paid n.a.
Change -10.75% [ -0.10 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time n.a. n.a.

Life cycle

Fixingn.a.
Settlement date27.07.2023
Last tradingn.a.
Final fixingn.a.
Currency redemptionCHF

Performance

Perf. since issue -85.35%
Year to date (YTD) -65.98%
1 month -50.60%
3 months -66.53%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price3.31
Underlying price on issue4'554.64
Premium0.00%
Premium p.a.n.a.
Leveragen.a.
Implied volatilityn.a.

Reference data

ISIN CH1268379687
Symbol ISPR2Z
Security 126837968
Exchange SIX Structured Products
Currency CHF
Expiry n.a.
Underlying S&P 500, US78378X1072
Underlying ISIN US78378X1072
Funding level 5356.274600
Stop-loss level 5249.149100
Distance to stop-loss level 0.05%
Long/Short type Short
Subscription ratio 200.00
Issuer Zürcher Kantonalbank
Exercise type n.a.
Minimum execution n.a.
Value day 25.07.2023

Key figures

Premium 0.07%
Premium p.a. n.a.
Leverage 48.64
Moneyness in-the-money
Leverage n.a.
Delta n.a.
Intrinsic value 104.374600
Break-even n.a.
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Mini future (2210)

Early redemption

Redemption date 28.03.2024
Redemption amount 0.4616

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