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ZKB Put Warrant auf
Zurich Insurance Group AG

ISIN: CH1305140357 Security: 130514035 Symbol: ZUREPZ Life cycle
Secondary market

Bid Price 0.015

Ask Price 0.025

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 23.02.2024
Key Information Document DE 23.02.2024
Key Information Document EN 23.02.2024
Key Information Document FR 23.02.2024
Key Information Document IT 23.02.2024

Price data

  Bid Ask
Price 0.015 0.025
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 0.025
Change -16.67% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 30.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date01.03.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -93.10%
Year to date (YTD) n.a.
1 month -87.50%
3 months -87.50%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.29
Underlying price on issue461.65
Premium0.07%
Premium p.a.0.95%
Leverage39.58
Implied volatility0.20

Reference data

ISIN CH1305140357
Symbol ZUREPZ
Security 130514035
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Zurich Insur Gr N, CH0011075394
Underlying ISIN CH0011075394
Strike 440.00
C/P type put
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 50
Value day 23.02.2024

Key figures

Premium 7.33%
Premium p.a. 95.49%
Leverage 473.70
Implied volatility 19.86%
Moneyness out-of-the-money
Leverage 39.5844
Delta -0.0836
Gamma 0.0001
Theta -0.0014
Rho -0.0006
Vega 0.0040
Fair value 0.02
Intrinsic value n.a.
Break-even 439.00
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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