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ZKB Put Warrant auf
Zurich Insurance Group AG

ISIN: CH1250736423 Security: 125073642 Symbol: ZURHSZ Life cycle
Secondary market

Bid Price 0.004

Ask Price 0.015

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 14.06.2024 10:12:12

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 19.05.2023
Key Information Document DE 19.05.2023
Key Information Document EN 19.05.2023
Key Information Document FR 19.05.2023
Key Information Document IT 19.05.2023

Price data

  Bid Ask
Price 0.004 0.015
Volume 1'000'000.00 250'000.00
Date/time 14.06.24 10:12 14.06.24 10:12

Current data

Last price paid 0.01
Change -33.33% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 12.06.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date26.05.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -98.30%
Year to date (YTD) -95.65%
1 month -60.00%
3 months -80.00%
1 year -98.18%
3 years n.a.

Key figures on issue

Issue price0.56
Underlying price on issue427.75
Premium0.15%
Premium p.a.3.98%
Leverage28.64
Implied volatility0.45

Reference data

ISIN CH1250736423
Symbol ZURHSZ
Security 125073642
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Zurich Insur Gr N, CH0011075394
Underlying ISIN CH0011075394
Strike 400.00
C/P type put
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 50
Value day 19.05.2023

Key figures

Premium 15.27%
Premium p.a. 397.98%
Leverage 992.63
Implied volatility 45.35%
Moneyness out-of-the-money
Leverage 28.6362
Delta -0.0288
Gamma 0.0000
Theta -0.0019
Rho -0.0001
Vega 0.0012
Fair value 0.01
Intrinsic value n.a.
Break-even 399.53
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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