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ZKB Put Warrant auf
Apple Inc

ISIN: CH1268383283 Security: 126838328 Symbol: AAPZFZ 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) 08.07.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 14.08.2023
Key Information Document DE 14.08.2023
Key Information Document EN 14.08.2023
Key Information Document FR 14.08.2023
Key Information Document IT 14.08.2023

Price data

  Bid Ask
Price 0.005 0.015
Volume 1'000'000.00 250'000.00
Date/time 08.07.24 17:15 08.07.24 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 02.07.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date21.08.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -96.30%
Year to date (YTD) -87.50%
1 month n.a.
3 months -92.50%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.27
Underlying price on issue178.37
Premium0.25%
Premium p.a.1.14%
Leverage13.89
Implied volatility0.36

Reference data

ISIN CH1268383283
Symbol AAPZFZ
Security 126838328
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Apple Rg, US0378331005
Underlying ISIN US0378331005
Strike 170.00
C/P type put
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 50
Value day 14.08.2023

Key figures

Premium 25.20%
Premium p.a. 113.57%
Leverage 406.51
Implied volatility 36.25%
Moneyness out-of-the-money
Leverage 13.8883
Delta -0.0342
Gamma 0.0000
Theta -0.0003
Rho -0.0003
Vega 0.0014
Fair value 0.01
Intrinsic value n.a.
Break-even 169.44
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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