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ZKB Put Warrant auf
Apple Inc

ISIN: CH1268378952 Security: 126837895 Symbol: AAP4LZ Life cycle
Secondary market

Bid Price 0.21

Ask Price 0.22

Currency CHF

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

Date/time (delayed) 23.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 25.07.2023
Key Information Document DE 25.07.2023
Key Information Document EN 25.07.2023
Key Information Document FR 25.07.2023
Key Information Document IT 25.07.2023

Price data

  Bid Ask
Price 0.21 0.22
Volume 250'000.00 250'000.00
Date/time 23.05.24 17:15 23.05.24 17:15

Current data

Last price paid 0.21
Change +23.53% [ +0.04 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 23.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date02.08.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -41.89%
Year to date (YTD) -12.50%
1 month -66.13%
3 months -38.24%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.37
Underlying price on issue193.56
Premium0.01%
Premium p.a.0.05%
Leverage11.95
Implied volatility0.23

Reference data

ISIN CH1268378952
Symbol AAP4LZ
Security 126837895
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Apple Rg, US0378331005
Underlying ISIN US0378331005
Strike 200.00
C/P type put
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 50
Value day 25.07.2023

Key figures

Premium 0.53%
Premium p.a. 5.38%
Leverage 16.09
Implied volatility 23.11%
Moneyness in-the-money
Leverage 11.9500
Delta -0.7427
Gamma 0.0005
Theta -0.0007
Rho -0.0027
Vega 0.0035
Fair value 0.02
Intrinsic value n.a.
Break-even 188.24
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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