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ZKB Put Warrant auf
ASML Holding NV

ISIN: CH1305134459 Security: 130513445 Symbol: ASMQEZ Life cycle
Secondary market

Bid Price 0.80

Ask Price 0.81

Currency CHF

Exchange SIX Structured Products

Volume 75'000.00

Volume 75'000.00

Date/time (delayed) 27.09.2024 04:52:59

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 31.01.2024
Key Information Document DE 31.01.2024
Key Information Document EN 31.01.2024
Key Information Document FR 31.01.2024
Key Information Document IT 31.01.2024

Price data

  Bid Ask
Price 0.80 0.81
Volume 75'000.00 75'000.00
Date/time 27.09.24 16:52 27.09.24 16:52

Current data

Last price paid 0.79
Change -15.05% [ -0.14 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 26.09.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date07.02.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -12.50%
Year to date (YTD) n.a.
1 month +19.70%
3 months +125.71%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.92
Underlying price on issue794.35
Premium0.05%
Premium p.a.0.20%
Leverage4.96
Implied volatility0.40

Reference data

ISIN CH1305134459
Symbol ASMQEZ
Security 130513445
Exchange SIX Structured Products
Currency CHF
Expiry 31.12.2024
Underlying ASML Hldg Rg, NL0010273215
Underlying ISIN NL0010273215
Strike 800.00
C/P type put
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 100
Value day 31.01.2024

Key figures

Premium 5.33%
Premium p.a. 20.48%
Leverage 8.82
Implied volatility 40.19%
Moneyness in-the-money
Leverage 4.9620
Delta -0.5623
Gamma 0.0000
Theta -0.0027
Rho -0.0102
Vega 0.0142
Fair value 0.38
Intrinsic value n.a.
Break-even 714.47
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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