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ZKB Put Warrant auf
GBP/CHF

ISIN: CH1268379331 Security: 126837933 Symbol: GBPGJZ Life cycle
redeemed

Bid Price 0.005

Ask Price 0.015

Currency CHF

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

Date/time (delayed) 20.06.2024 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 0.005 0.015
Volume 250'000.00 250'000.00
Date/time 20.06.24 17:15 20.06.24 17:15

Current data

Last price paid 0.015
Change -25.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 04.03.2024 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 -92.86%
Year to date (YTD) -85.00%
1 month n.a.
3 months -75.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.14
Underlying price on issue1.12
Premium0.12%
Premium p.a.5.62%
Leverage16.84
Implied volatility0.80

Reference data

ISIN CH1268379331
Symbol GBPGJZ
Security 126837933
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying GBP/CHF, QT0002750013
Underlying ISIN QT0002750013
Strike 1.00
C/P type put
Subscription ratio 0.10
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 0.1
Value day 25.07.2023

Key figures

Premium 12.33%
Premium p.a. 562.36%
Leverage 112.92
Implied volatility 80.09%
Moneyness out-of-the-money
Leverage 16.8426
Delta -0.1321
Gamma 4.9844
Theta -0.0018
Rho 0.0000
Vega 0.0004
Fair value 0.01
Intrinsic value n.a.
Break-even 0.99
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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