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ZKB Call Warrant auf
Intel Corp

ISIN: CH1268374449 Security: 126837444 Symbol: INTM5Z 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 10:09:19

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 0.005 0.015
Volume 1'000'000.00 250'000.00
Date/time 29.05.24 10:09 29.05.24 10:09

Current data

Last price paid 0.02
Change -20.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 29.04.2024 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 -97.56%
Year to date (YTD) -97.89%
1 month -95.65%
3 months -95.35%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.41
Underlying price on issue36.24
Premium0.36%
Premium p.a.4.33%
Leverage14.66
Implied volatility0.60

Reference data

ISIN CH1268374449
Symbol INTM5Z
Security 126837444
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Intel Rg, US4581401001
Underlying ISIN US4581401001
Strike 42.00
C/P type call
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 35.57%
Premium p.a. 432.83%
Leverage 283.57
Implied volatility 60.45%
Moneyness out-of-the-money
Leverage 14.6619
Delta 0.0517
Gamma 0.0022
Theta -0.0009
Rho 0.0001
Vega 0.0009
Fair value 0.01
Intrinsic value n.a.
Break-even 42.11
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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