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ZKB Put Warrant auf
Zurich Insurance Group AG

ISIN: CH1305140613 Security: 130514061 Symbol: ZURJTZ Life cycle
Secondary market

Bid Price 0.27

Ask Price 0.28

Currency CHF

Exchange SIX Structured Products

Volume 425'000.00

Volume 425'000.00

Date/time (delayed) 17.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 26.02.2024
Key Information Document DE 26.02.2024
Key Information Document EN 26.02.2024
Key Information Document FR 26.02.2024
Key Information Document IT 26.02.2024

Price data

  Bid Ask
Price 0.27 0.28
Volume 425'000.00 425'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.28
Change -6.67% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date04.03.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -49.07%
Year to date (YTD) n.a.
1 month -50.00%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.54
Underlying price on issue465.50
Premium0.08%
Premium p.a.0.12%
Leverage10.67
Implied volatility0.17

Reference data

ISIN CH1305140613
Symbol ZURJTZ
Security 130514061
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Zurich Insur Gr N, CH0011075394
Underlying ISIN CH0011075394
Strike 450.00
C/P type put
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 50
Value day 26.02.2024

Key figures

Premium 7.53%
Premium p.a. 11.75%
Leverage 34.31
Implied volatility 16.92%
Moneyness out-of-the-money
Leverage 10.6731
Delta -0.3111
Gamma 0.0001
Theta -0.0008
Rho -0.0206
Vega 0.0267
Fair value 0.28
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)

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