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ZKB Call Warrant auf
Alphabet Inc

ISIN: CH1305126463 Security: 130512646 Symbol: GOOV4Z Life cycle
Secondary market

Bid Price 0.92

Ask Price 0.93

Currency CHF

Exchange SIX Structured Products

Volume 75'000.00

Volume 75'000.00

Date/time (delayed) 27.05.2024 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 0.92 0.93
Volume 75'000.00 75'000.00
Date/time 27.05.24 17:15 27.05.24 17:15

Current data

Last price paid 0.93
Change -4.12% [ -0.04 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 27.05.2024 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 +180.30%
Year to date (YTD) +158.33%
1 month +1.09%
3 months +210.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.33
Underlying price on issue133.78
Premium0.11%
Premium p.a.0.16%
Leverage5.34
Implied volatility0.29

Reference data

ISIN CH1305126463
Symbol GOOV4Z
Security 130512646
Exchange SIX Structured Products
Currency CHF
Expiry 27.01.2025
Underlying Alphab Non Vtg-C Rg, US02079K1079
Underlying ISIN US02079K1079
Strike 175.00
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 10.73%
Premium p.a. 15.99%
Leverage 8.71
Implied volatility 29.24%
Moneyness in-the-money
Leverage 5.3415
Delta 0.6135
Gamma 0.0005
Theta -0.0020
Rho 0.0270
Vega 0.0251
Fair value 0.86
Intrinsic value n.a.
Break-even 195.25
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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