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ZKB Put Warrant auf
Intel Corp

ISIN: CH1268374423 Security: 126837442 Symbol: INTF1Z Life cycle
Secondary market

Bid Price 0.64

Ask Price 0.65

Currency CHF

Exchange SIX Structured Products

Volume 100'000.00

Volume 100'000.00

Date/time (delayed) 15.05.2024 05:15:00

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 0.64 0.65
Volume 100'000.00 100'000.00
Date/time 15.05.24 17:15 15.05.24 17:15

Current data

Last price paid 0.65
Change -1.52% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 15.05.2024 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 +9.32%
Year to date (YTD) +490.91%
1 month +109.68%
3 months +364.29%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.59
Underlying price on issue36.24
Premium0.00%
Premium p.a.0.03%
Leverage3.73
Implied volatility0.49

Reference data

ISIN CH1268374423
Symbol INTF1Z
Security 126837442
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Intel Rg, US4581401001
Underlying ISIN US4581401001
Strike 38.00
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 0.35%
Premium p.a. 2.93%
Leverage 4.34
Implied volatility 49.05%
Moneyness in-the-money
Leverage 3.7285
Delta -0.8595
Gamma 0.0047
Theta -0.0008
Rho -0.0037
Vega 0.0022
Fair value 0.01
Intrinsic value n.a.
Break-even 30.86
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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