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ZKB Put Warrant auf
GBP/CHF

ISIN: CH1281052451 Security: 128105245 Symbol: GBPPXZ Life cycle
redeemed

Bid Price n.a.

Ask Price n.a.

Currency n.a.

Exchange SIX Structured Products

Volume n.a.

Volume n.a.

Date/time (delayed) n.a. n.a.

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 n.a. n.a.
Volume n.a. n.a.
Date/time n.a. n.a. n.a. n.a.

Current data

Last price paid n.a.
Change -25.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time n.a. n.a.

Life cycle

Fixing21.06.2024
Settlement date27.12.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -96.30%
Year to date (YTD) -96.34%
1 month n.a.
3 months -89.29%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.27
Underlying price on issue1.10
Premium0.05%
Premium p.a.2.39%
Leverage27.30
Implied volatility0.43

Reference data

ISIN CH1281052451
Symbol GBPPXZ
Security 128105245
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying GBP/CHF, QT0002750013
Underlying ISIN QT0002750013
Strike 1.08
C/P type put
Subscription ratio 0.10
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 0.1
Value day 18.12.2023

Key figures

Premium 5.24%
Premium p.a. 239.12%
Leverage 112.92
Implied volatility 42.91%
Moneyness out-of-the-money
Leverage 27.3010
Delta -0.2141
Gamma 9.2880
Theta -0.0013
Rho -0.0001
Vega 0.0005
Fair value 0.01
Intrinsic value n.a.
Break-even 1.07
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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