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ZKB Put Warrant auf
Alphabet Inc

ISIN: CH1305133584 Security: 130513358 Symbol: GOOGLZ 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) 21.06.2024 12:00:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 26.01.2024
Key Information Document DE 26.01.2024
Key Information Document EN 26.01.2024
Key Information Document FR 26.01.2024
Key Information Document IT 26.01.2024

Price data

  Bid Ask
Price 0.005 0.015
Volume 1'000'000.00 250'000.00
Date/time 21.06.24 12:00 21.06.24 12:00

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 18.06.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date02.02.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -98.48%
Year to date (YTD) n.a.
1 month -70.00%
3 months -97.69%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.66
Underlying price on issue153.55
Premium0.10%
Premium p.a.5.26%
Leverage37.31
Implied volatility0.46

Reference data

ISIN CH1305133584
Symbol GOOGLZ
Security 130513358
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Alphab Non Vtg-C Rg, US02079K1079
Underlying ISIN US02079K1079
Strike 160.00
C/P type put
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 26.01.2024

Key figures

Premium 10.09%
Premium p.a. 526.21%
Leverage 792.97
Implied volatility 46.44%
Moneyness out-of-the-money
Leverage 37.3083
Delta -0.0470
Gamma 0.0005
Theta -0.0033
Rho -0.0001
Vega 0.0011
Fair value 0.01
Intrinsic value n.a.
Break-even 159.78
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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