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ZKB Put Warrant auf
Intel Corp

ISIN: CH1268374407 Security: 126837440 Symbol: INTCRZ Life cycle
Secondary market

Bid Price 0.23

Ask Price 0.24

Currency CHF

Exchange SIX Structured Products

Volume 225'000.00

Volume 225'000.00

Date/time (delayed) 29.05.2024 10:09:41

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 20.06.2023
Key Information Document DE 20.06.2023
Key Information Document EN 20.06.2023
Key Information Document FR 20.06.2023
Key Information Document IT 20.06.2023

Price data

  Bid Ask
Price 0.23 0.24
Volume 225'000.00 225'000.00
Date/time 29.05.24 10:09 29.05.24 10:09

Current data

Last price paid 0.21
Change -8.70% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 28.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date27.06.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -32.86%
Year to date (YTD) +223.08%
1 month -8.70%
3 months +223.08%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.35
Underlying price on issue36.24
Premium0.02%
Premium p.a.0.25%
Leverage7.98
Implied volatility0.41

Reference data

ISIN CH1268374407
Symbol INTCRZ
Security 126837440
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Intel Rg, US4581401001
Underlying ISIN US4581401001
Strike 33.00
C/P type put
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 10
Value day 20.06.2023

Key figures

Premium 2.04%
Premium p.a. 24.84%
Leverage 12.07
Implied volatility 41.31%
Moneyness in-the-money
Leverage 7.9763
Delta -0.6610
Gamma 0.0109
Theta -0.0018
Rho -0.0017
Vega 0.0030
Fair value 0.06
Intrinsic value n.a.
Break-even 30.43
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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