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Apple Inc

ISIN: CH1305126281 Security: 130512628 Symbol: AAP2OZ Life cycle
Secondary market

Bid Price 0.11

Ask Price 0.12

Currency CHF

Exchange SIX Structured Products

Volume 475'000.00

Volume 475'000.00

Date/time (delayed) 23.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 18.12.2023
Key Information Document DE 18.12.2023
Key Information Document EN 18.12.2023
Key Information Document FR 18.12.2023
Key Information Document IT 18.12.2023

Price data

  Bid Ask
Price 0.11 0.12
Volume 475'000.00 475'000.00
Date/time 23.05.24 17:15 23.05.24 17:15

Current data

Last price paid 0.12
Change +9.09% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 21.05.2024 17:20

Life cycle

Fixing17.01.2025
Settlement date27.12.2023
Last trading17.01.2025
Final fixing17.01.2025
Currency redemptionCHF

Performance

Perf. since issue -60.34%
Year to date (YTD) -45.45%
1 month +84.62%
3 months -7.69%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.29
Underlying price on issue196.07
Premium0.20%
Premium p.a.0.29%
Leverage9.10
Implied volatility0.23

Reference data

ISIN CH1305126281
Symbol AAP2OZ
Security 130512628
Exchange SIX Structured Products
Currency CHF
Expiry 27.01.2025
Underlying Apple Rg, US0378331005
Underlying ISIN US0378331005
Strike 220.00
C/P type call
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 50
Value day 18.12.2023

Key figures

Premium 19.65%
Premium p.a. 28.81%
Leverage 30.06
Implied volatility 23.01%
Moneyness out-of-the-money
Leverage 9.0992
Delta 0.3027
Gamma 0.0002
Theta -0.0006
Rho 0.0064
Vega 0.0099
Fair value 0.12
Intrinsic value n.a.
Break-even 226.29
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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