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ZKB Put Warrant auf
PSP Swiss Property AG

ISIN: CH1268387490 Security: 126838749 Symbol: PSPG0Z Life cycle
redeemed

Bid Price 0.025

Ask Price 0.035

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 21.06.2024 12:00:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 11.09.2023
Key Information Document DE 11.09.2023
Key Information Document EN 11.09.2023
Key Information Document FR 11.09.2023
Key Information Document IT 11.09.2023

Price data

  Bid Ask
Price 0.025 0.035
Volume 1'000'000.00 250'000.00
Date/time 21.06.24 12:00 21.06.24 12:00

Current data

Last price paid 0.035
Change -36.36% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 20.06.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date18.09.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -96.20%
Year to date (YTD) -89.39%
1 month -70.83%
3 months -86.54%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.79
Underlying price on issue109.65
Premium0.02%
Premium p.a.1.30%
Leverage72.05
Implied volatility0.19

Reference data

ISIN CH1268387490
Symbol PSPG0Z
Security 126838749
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying PSP Swiss Propert N, CH0018294154
Underlying ISIN CH0018294154
Strike 110.00
C/P type put
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 11.09.2023

Key figures

Premium 2.49%
Premium p.a. 129.78%
Leverage 375.00
Implied volatility 18.68%
Moneyness out-of-the-money
Leverage 72.0463
Delta -0.1921
Gamma 0.0092
Theta -0.0055
Rho -0.0004
Vega 0.0042
Fair value 0.03
Intrinsic value n.a.
Break-even 109.70
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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