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ZKB Call Warrant auf
Apple Inc

ISIN: CH1268386351 Security: 126838635 Symbol: AAPZWZ Life cycle
Secondary market

Bid Price 0.035

Ask Price 0.045

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 21.06.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 04.09.2023
Key Information Document DE 04.09.2023
Key Information Document EN 04.09.2023
Key Information Document FR 04.09.2023
Key Information Document IT 04.09.2023

Price data

  Bid Ask
Price 0.035 0.045
Volume 1'000'000.00 250'000.00
Date/time 21.06.24 17:15 21.06.24 17:15

Current data

Last price paid 0.045
Change -10.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 20.06.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date11.09.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -85.19%
Year to date (YTD) 0.00%
1 month n.a.
3 months +125.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.27
Underlying price on issue189.67
Premium0.20%
Premium p.a.0.73%
Leverage14.39
Implied volatility0.27

Reference data

ISIN CH1268386351
Symbol AAPZWZ
Security 126838635
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Apple Rg, US0378331005
Underlying ISIN US0378331005
Strike 250.00
C/P type call
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 50
Value day 04.09.2023

Key figures

Premium 19.52%
Premium p.a. 72.72%
Leverage 94.28
Implied volatility 27.46%
Moneyness out-of-the-money
Leverage 14.3943
Delta 0.1527
Gamma 0.0002
Theta -0.0007
Rho 0.0014
Vega 0.0046
Fair value 0.04
Intrinsic value n.a.
Break-even 252.24
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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