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ZKB Call Warrant auf
Alphabet Inc

ISIN: CH1305126422 Security: 130512642 Symbol: GOO2YZ Life cycle
Secondary market

Bid Price 1.46

Ask Price 1.47

Currency CHF

Exchange SIX Structured Products

Volume 50'000.00

Volume 50'000.00

Date/time (delayed) 31.05.2024 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 1.46 1.47
Volume 50'000.00 50'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 1.47
Change -16.48% [ -0.29 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 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 +106.34%
Year to date (YTD) +104.17%
1 month +5.00%
3 months +149.15%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.71
Underlying price on issue133.77
Premium0.06%
Premium p.a.0.10%
Leverage4.14
Implied volatility0.31

Reference data

ISIN CH1305126422
Symbol GOO2YZ
Security 130512642
Exchange SIX Structured Products
Currency CHF
Expiry 27.01.2025
Underlying Alphab Non Vtg-C Rg, US02079K1079
Underlying ISIN US02079K1079
Strike 150.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 18.12.2023

Key figures

Premium 6.29%
Premium p.a. 9.53%
Leverage 5.29
Implied volatility 31.04%
Moneyness in-the-money
Leverage 4.1441
Delta 0.7833
Gamma 0.0004
Theta -0.0018
Rho 0.0304
Vega 0.0183
Fair value 0.49
Intrinsic value n.a.
Break-even 182.44
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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