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ZKB Put Warrant auf
Intel Corp

ISIN: CH1250738049 Security: 125073804 Symbol: INT34Z Life cycle
Secondary market

Bid Price 0.005

Ask Price 0.015

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 29.05.2024 10:01:41

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 30.05.2023
Key Information Document DE 30.05.2023
Key Information Document EN 30.05.2023
Key Information Document FR 30.05.2023
Key Information Document IT 30.05.2023

Price data

  Bid Ask
Price 0.005 0.015
Volume 1'000'000.00 250'000.00
Date/time 29.05.24 10:01 29.05.24 10:01

Current data

Last price paid 0.015
Change -25.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 22.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date06.06.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -95.83%
Year to date (YTD) -57.14%
1 month n.a.
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.24
Underlying price on issue29.80
Premium0.20%
Premium p.a.2.42%
Leverage15.48
Implied volatility0.50

Reference data

ISIN CH1250738049
Symbol INT34Z
Security 125073804
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Intel Rg, US4581401001
Underlying ISIN US4581401001
Strike 25.00
C/P type put
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 10
Value day 30.05.2023

Key figures

Premium 19.86%
Premium p.a. 241.67%
Leverage 283.57
Implied volatility 50.44%
Moneyness out-of-the-money
Leverage 15.4775
Delta -0.0546
Gamma 0.0027
Theta -0.0007
Rho -0.0001
Vega 0.0009
Fair value 0.01
Intrinsic value n.a.
Break-even 24.89
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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