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ZKB Call Warrant auf
Alphabet Inc

ISIN: CH1305133840 Security: 130513384 Symbol: GOOOWZ 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) 17.05.2024 05:15:00

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 0.42 0.43
Volume 125'000.00 125'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.42
Change +5.00% [ +0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date02.02.2024
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue +51.79%
Year to date (YTD) n.a.
1 month +75.00%
3 months +223.08%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.28
Underlying price on issue153.54
Premium0.10%
Premium p.a.0.27%
Leverage8.75
Implied volatility0.27

Reference data

ISIN CH1305133840
Symbol GOOOWZ
Security 130513384
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Alphab Non Vtg-C Rg, US02079K1079
Underlying ISIN US02079K1079
Strike 185.00
C/P type call
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 9.96%
Premium p.a. 27.33%
Leverage 18.88
Implied volatility 27.19%
Moneyness out-of-the-money
Leverage 8.7534
Delta 0.4637
Gamma 0.0008
Theta -0.0024
Rho 0.0120
Vega 0.0192
Fair value 0.43
Intrinsic value n.a.
Break-even 194.36
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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