Inhaltsseite: Home

ZKB Put Warrant auf
PSP Swiss Property AG

ISIN: CH1268392441 Security: 126839244 Symbol: PSPYRZ Life cycle
redeemed

Bid Price 0.025

Ask Price 0.035

Currency CHF

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

Date/time (delayed) 20.09.2024 12:00:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 21.09.2023
Key Information Document DE 21.09.2023
Key Information Document EN 21.09.2023
Key Information Document FR 21.09.2023
Key Information Document IT 21.09.2023

Price data

  Bid Ask
Price 0.025 0.035
Volume 250'000.00 250'000.00
Date/time 20.09.24 12:00 20.09.24 12:00

Current data

Last price paid 0.035
Change -12.50% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 10.09.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date28.09.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -96.77%
Year to date (YTD) -92.39%
1 month -53.33%
3 months -86.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.93
Underlying price on issue109.50
Premium0.11%
Premium p.a.5.49%
Leverage29.12
Implied volatility0.55

Reference data

ISIN CH1268392441
Symbol PSPYRZ
Security 126839244
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
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 21.09.2023

Key figures

Premium 10.52%
Premium p.a. 548.65%
Leverage 408.67
Implied volatility 54.76%
Moneyness out-of-the-money
Leverage 29.1233
Delta -0.0713
Gamma 0.0015
Theta -0.0086
Rho -0.0002
Vega 0.0023
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)

Ajax loading