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ZKB Put Warrant auf
EUR/CHF

ISIN: CH1305128865 Security: 130512886 Symbol: EURLPZ Life cycle
redeemed

Bid Price 0.005

Ask Price 0.015

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 20.06.2024 05:15:00

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 0.005 0.015
Volume 1'000'000.00 250'000.00
Date/time 20.06.24 17:15 20.06.24 17:15

Current data

Last price paid 0.015
Change -25.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 30.04.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date09.01.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -94.44%
Year to date (YTD) n.a.
1 month n.a.
3 months -88.46%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.18
Underlying price on issue0.93
Premium0.05%
Premium p.a.2.14%
Leverage26.39
Implied volatility0.42

Reference data

ISIN CH1305128865
Symbol EURLPZ
Security 130512886
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying EUR/CHF, EU0009654078
Underlying ISIN EU0009654078
Strike 0.92
C/P type put
Subscription ratio 0.10
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 0.1
Value day 29.12.2023

Key figures

Premium 4.68%
Premium p.a. 213.53%
Leverage 95.47
Implied volatility 42.21%
Moneyness out-of-the-money
Leverage 26.3911
Delta -0.2896
Gamma 10.9132
Theta -0.0012
Rho -0.0001
Vega 0.0005
Fair value 0.01
Intrinsic value n.a.
Break-even 0.91
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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