Inhaltsseite: Home

ZKB Put Warrant auf
Alphabet Inc

ISIN: CH1305134988 Security: 130513498 Symbol: GOO11Z Life cycle
Secondary market

Bid Price 0.03

Ask Price 0.04

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

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

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 0.03 0.04
Volume 1'000'000.00 250'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.03
Change +20.00% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date07.02.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -95.33%
Year to date (YTD) n.a.
1 month -72.73%
3 months -96.43%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.75
Underlying price on issue144.42
Premium0.10%
Premium p.a.1.32%
Leverage23.37
Implied volatility0.31

Reference data

ISIN CH1305134988
Symbol GOO11Z
Security 130513498
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Alphab Non Vtg-C Rg, US02079K1079
Underlying ISIN US02079K1079
Strike 155.00
C/P type put
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 31.01.2024

Key figures

Premium 10.14%
Premium p.a. 132.13%
Leverage 221.40
Implied volatility 31.27%
Moneyness out-of-the-money
Leverage 23.3659
Delta -0.1055
Gamma 0.0007
Theta -0.0021
Rho -0.0006
Vega 0.0039
Fair value 0.04
Intrinsic value n.a.
Break-even 154.22
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

Ajax loading