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ZKB Put Warrant auf
Dr. Ing. h.c. F. Porsche Aktiengesellschaft

ISIN: CH1281050554 Security: 128105055 Symbol: P91KJZ Life cycle
Secondary market

Bid Price 0.08

Ask Price 0.09

Currency CHF

Exchange SIX Structured Products

Volume 625'000.00

Volume 325'000.00

Date/time (delayed) 22.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 08.12.2023
Key Information Document DE 08.12.2023
Key Information Document EN 08.12.2023
Key Information Document FR 08.12.2023
Key Information Document IT 08.12.2023

Price data

  Bid Ask
Price 0.08 0.09
Volume 625'000.00 325'000.00
Date/time 22.05.24 17:15 22.05.24 17:15

Current data

Last price paid 0.08
Change +23.08% [ +0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 22.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date15.12.2023
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue +6.25%
Year to date (YTD) n.a.
1 month n.a.
3 months +14.29%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.08
Underlying price on issue82.94
Premium0.12%
Premium p.a.0.19%
Leverage3.82
Implied volatility0.37

Reference data

ISIN CH1281050554
Symbol P91KJZ
Security 128105055
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying DIF Porsche Vz I, DE000PAG9113
Underlying ISIN DE000PAG9113
Strike 76.00
C/P type put
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 100
Value day 08.12.2023

Key figures

Premium 12.08%
Premium p.a. 19.25%
Leverage 8.94
Implied volatility 36.94%
Moneyness out-of-the-money
Leverage 3.8177
Delta -0.4272
Gamma 0.0002
Theta -0.0002
Rho -0.0023
Vega 0.0023
Fair value 0.09
Intrinsic value n.a.
Break-even 67.42
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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