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ZKB Put Warrant auf
Intel Corp

ISIN: CH1268376865 Security: 126837686 Symbol: INT5ZZ Life cycle
Secondary market

Bid Price 0.075

Ask Price 0.085

Currency CHF

Exchange SIX Structured Products

Volume 725'000.00

Volume 375'000.00

Date/time (delayed) 15.05.2024 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 0.075 0.085
Volume 725'000.00 375'000.00
Date/time 15.05.24 17:15 15.05.24 17:15

Current data

Last price paid 0.085
Change -29.17% [ -0.04 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 13.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date10.07.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -74.19%
Year to date (YTD) +70.00%
1 month +41.67%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.31
Underlying price on issue33.18
Premium0.06%
Premium p.a.0.50%
Leverage12.15
Implied volatility0.33

Reference data

ISIN CH1268376865
Symbol INT5ZZ
Security 126837686
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Intel Rg, US4581401001
Underlying ISIN US4581401001
Strike 30.00
C/P type put
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 10
Value day 30.06.2023

Key figures

Premium 6.04%
Premium p.a. 50.08%
Leverage 34.98
Implied volatility 33.17%
Moneyness out-of-the-money
Leverage 12.1463
Delta -0.3472
Gamma 0.0115
Theta -0.0012
Rho -0.0013
Vega 0.0036
Fair value 0.08
Intrinsic value n.a.
Break-even 29.11
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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