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ZKB Call Warrant auf
Apple Inc

ISIN: CH1305132503 Security: 130513250 Symbol: AAPD8Z Life cycle
Secondary market

Bid Price 0.065

Ask Price 0.075

Currency CHF

Exchange SIX Structured Products

Volume 775'000.00

Volume 400'000.00

Date/time (delayed) 31.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 25.01.2024
Key Information Document DE 25.01.2024
Key Information Document EN 25.01.2024
Key Information Document FR 25.01.2024
Key Information Document IT 25.01.2024

Price data

  Bid Ask
Price 0.065 0.075
Volume 775'000.00 400'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.065
Change +8.33% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 21.05.2024 17:20

Life cycle

Fixing17.01.2025
Settlement date01.02.2024
Last trading17.01.2025
Final fixing17.01.2025
Currency redemptionCHF

Performance

Perf. since issue -50.00%
Year to date (YTD) n.a.
1 month +62.50%
3 months -13.33%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.14
Underlying price on issue194.15
Premium0.25%
Premium p.a.0.39%
Leverage10.10
Implied volatility0.24

Reference data

ISIN CH1305132503
Symbol AAPD8Z
Security 130513250
Exchange SIX Structured Products
Currency CHF
Expiry 27.01.2025
Underlying Apple Rg, US0378331005
Underlying ISIN US0378331005
Strike 235.00
C/P type call
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 50
Value day 25.01.2024

Key figures

Premium 25.48%
Premium p.a. 38.59%
Leverage 49.12
Implied volatility 23.68%
Moneyness out-of-the-money
Leverage 10.0965
Delta 0.2056
Gamma 0.0002
Theta -0.0005
Rho 0.0042
Vega 0.0079
Fair value 0.07
Intrinsic value n.a.
Break-even 238.88
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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