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ZKB Call Warrant auf
Intel Corp

ISIN: CH1305128741 Security: 130512874 Symbol: INTEWZ Life cycle
Secondary market

Bid Price 0.015

Ask Price 0.025

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 10.06.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 29.12.2023
Key Information Document DE 29.12.2023
Key Information Document EN 29.12.2023
Key Information Document FR 29.12.2023
Key Information Document IT 29.12.2023

Price data

  Bid Ask
Price 0.015 0.025
Volume 1'000'000.00 250'000.00
Date/time 10.06.24 17:15 10.06.24 17:15

Current data

Last price paid 0.025
Change -28.57% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 26.04.2024 17:20

Life cycle

Fixing17.01.2025
Settlement date09.01.2024
Last trading17.01.2025
Final fixing17.01.2025
Currency redemptionCHF

Performance

Perf. since issue -93.55%
Year to date (YTD) n.a.
1 month -77.27%
3 months -79.17%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.31
Underlying price on issue50.47
Premium1.30%
Premium p.a.2.05%
Leverage6.55
Implied volatility0.54

Reference data

ISIN CH1305128741
Symbol INTEWZ
Security 130512874
Exchange SIX Structured Products
Currency CHF
Expiry 27.01.2025
Underlying Intel Rg, US4581401001
Underlying ISIN US4581401001
Strike 70.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 10
Value day 29.12.2023

Key figures

Premium 129.67%
Premium p.a. 204.90%
Leverage 137.10
Implied volatility 53.66%
Moneyness out-of-the-money
Leverage 6.5480
Delta 0.0478
Gamma 0.0008
Theta -0.0003
Rho 0.0007
Vega 0.0022
Fair value 0.02
Intrinsic value n.a.
Break-even 70.22
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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