Inhaltsseite: Home

ZKB Put Warrant auf
Zurich Insurance Group AG

ISIN: CH1305140373 Security: 130514037 Symbol: ZURPSZ Life cycle
Secondary market

Bid Price 0.07

Ask Price 0.08

Currency CHF

Exchange SIX Structured Products

Volume 925'000.00

Volume 475'000.00

Date/time (delayed) 26.06.2024 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 0.07 0.08
Volume 925'000.00 475'000.00
Date/time 26.06.24 17:15 26.06.24 17:15

Current data

Last price paid 0.07
Change +7.69% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 26.06.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date01.03.2024
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -80.77%
Year to date (YTD) n.a.
1 month -41.67%
3 months -68.18%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.39
Underlying price on issue461.65
Premium0.09%
Premium p.a.0.36%
Leverage19.74
Implied volatility0.19

Reference data

ISIN CH1305140373
Symbol ZURPSZ
Security 130514037
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
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 9.15%
Premium p.a. 35.92%
Leverage 128.05
Implied volatility 18.52%
Moneyness out-of-the-money
Leverage 19.7360
Delta -0.1541
Gamma 0.0001
Theta -0.0011
Rho -0.0040
Vega 0.0115
Fair value 0.08
Intrinsic value n.a.
Break-even 436.25
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

Ajax loading