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ZKB Put Warrant auf
Intel Corp

ISIN: CH1250738064 Security: 125073806 Symbol: INTWTZ 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) 04.06.2024 05:15:01

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 04.06.24 17:15 04.06.24 17:15

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 24.04.2024 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 -90.91%
Year to date (YTD) -40.00%
1 month n.a.
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.11
Underlying price on issue29.80
Premium0.34%
Premium p.a.5.16%
Leverage9.44
Implied volatility0.95

Reference data

ISIN CH1250738064
Symbol INTWTZ
Security 125073806
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Intel Rg, US4581401001
Underlying ISIN US4581401001
Strike 20.00
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 33.94%
Premium p.a. 516.15%
Leverage 268.10
Implied volatility 95.36%
Moneyness out-of-the-money
Leverage 9.4410
Delta -0.0352
Gamma 0.0012
Theta -0.0010
Rho -0.0001
Vega 0.0005
Fair value 0.01
Intrinsic value n.a.
Break-even 19.89
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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