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ZKB Call Warrant auf
Apple Inc

ISIN: CH1305133816 Security: 130513381 Symbol: AAP17Z Life cycle
Secondary market

Bid Price 0.42

Ask Price 0.43

Currency CHF

Exchange SIX Structured Products

Volume 125'000.00

Volume 125'000.00

Date/time (delayed) 27.09.2024 12:34:10

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 0.42 0.43
Volume 125'000.00 125'000.00
Date/time 27.09.24 12:34 27.09.24 12:34

Current data

Last price paid 0.42
Change 0.00% [ 0.00 ]
Last traded volume 16'500.00 Unit
Cumulative volume 16'500.00 Unit
Date/time 27.09.2024 10:55

Life cycle

Fixing17.01.2025
Settlement date02.02.2024
Last trading17.01.2025
Final fixing17.01.2025
Currency redemptionCHF

Performance

Perf. since issue +32.81%
Year to date (YTD) n.a.
1 month -10.64%
3 months +20.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.32
Underlying price on issue194.41
Premium0.03%
Premium p.a.0.10%
Leverage6.96
Implied volatility0.24

Reference data

ISIN CH1305133816
Symbol AAP17Z
Security 130513381
Exchange SIX Structured Products
Currency CHF
Expiry 27.01.2025
Underlying Apple Rg, US0378331005
Underlying ISIN US0378331005
Strike 210.00
C/P type call
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 50
Value day 26.01.2024

Key figures

Premium 3.37%
Premium p.a. 10.07%
Leverage 9.04
Implied volatility 24.48%
Moneyness in-the-money
Leverage 6.9551
Delta 0.7697
Gamma 0.0002
Theta -0.0010
Rho 0.0085
Vega 0.0067
Fair value 0.13
Intrinsic value n.a.
Break-even 235.18
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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