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ZKB Call Warrant auf
PSP Swiss Property AG

ISIN: CH1268376642 Security: 126837664 Symbol: PSPX0Z Life cycle
Secondary market

Bid Price 0.045

Ask Price 0.055

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 17.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 30.06.2023
Key Information Document DE 30.06.2023
Key Information Document EN 30.06.2023
Key Information Document FR 30.06.2023
Key Information Document IT 30.06.2023

Price data

  Bid Ask
Price 0.045 0.055
Volume 1'000'000.00 250'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.05
Change -23.08% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 16.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date07.07.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -82.76%
Year to date (YTD) -87.50%
1 month -64.29%
3 months -72.22%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.29
Underlying price on issue99.63
Premium0.06%
Premium p.a.0.50%
Leverage38.23
Implied volatility0.15

Reference data

ISIN CH1268376642
Symbol PSPX0Z
Security 126837664
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying PSP Swiss Propert N, CH0018294154
Underlying ISIN CH0018294154
Strike 120.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 30.06.2023

Key figures

Premium 5.79%
Premium p.a. 50.36%
Leverage 227.80
Implied volatility 14.98%
Moneyness out-of-the-money
Leverage 38.2271
Delta 0.1678
Gamma 0.0043
Theta -0.0018
Rho 0.0021
Vega 0.0096
Fair value 0.05
Intrinsic value n.a.
Break-even 120.50
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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