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ZKB Put Warrant auf
Zurich Insurance Group AG

ISIN: CH1268393019 Security: 126839301 Symbol: ZUR8DZ Life cycle
Secondary market

Bid Price 0.02

Ask Price 0.03

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 31.05.2024 05:15:00

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 0.02 0.03
Volume 1'000'000.00 250'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.03
Change -14.29% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 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 -92.42%
Year to date (YTD) -86.36%
1 month -62.50%
3 months -62.50%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.33
Underlying price on issue431.40
Premium0.20%
Premium p.a.0.61%
Leverage16.85
Implied volatility0.24

Reference data

ISIN CH1268393019
Symbol ZUR8DZ
Security 126839301
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Zurich Insur Gr N, CH0011075394
Underlying ISIN CH0011075394
Strike 380.00
C/P type put
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 50
Value day 21.09.2023

Key figures

Premium 20.04%
Premium p.a. 61.48%
Leverage 378.96
Implied volatility 24.15%
Moneyness out-of-the-money
Leverage 16.8497
Delta -0.0445
Gamma 0.0000
Theta -0.0005
Rho -0.0015
Vega 0.0051
Fair value 0.03
Intrinsic value n.a.
Break-even 378.75
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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