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ZKB Put Warrant auf
ASML Holding NV

ISIN: CH1305142585 Security: 130514258 Symbol: ASMZPZ Life cycle
Secondary market

Bid Price 1.46

Ask Price 1.47

Currency CHF

Exchange SIX Structured Products

Volume 50'000.00

Volume 50'000.00

Date/time (delayed) 07.08.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 05.03.2024
Key Information Document DE 05.03.2024
Key Information Document EN 05.03.2024
Key Information Document FR 05.03.2024
Key Information Document IT 05.03.2024

Price data

  Bid Ask
Price 1.46 1.47
Volume 50'000.00 50'000.00
Date/time 07.08.24 17:15 07.08.24 17:15

Current data

Last price paid 1.47
Change -6.96% [ -0.11 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 07.08.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date12.03.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue +35.65%
Year to date (YTD) n.a.
1 month +153.45%
3 months +18.55%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price1.08
Underlying price on issue909.75
Premium0.04%
Premium p.a.0.09%
Leverage3.46
Implied volatility0.39

Reference data

ISIN CH1305142585
Symbol ASMZPZ
Security 130514258
Exchange SIX Structured Products
Currency CHF
Expiry 31.12.2024
Underlying ASML Hldg Rg, NL0010273215
Underlying ISIN NL0010273215
Strike 920.00
C/P type put
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 100
Value day 05.03.2024

Key figures

Premium 3.62%
Premium p.a. 9.05%
Leverage 5.12
Implied volatility 39.17%
Moneyness in-the-money
Leverage 3.4555
Delta -0.6749
Gamma 0.0000
Theta -0.0019
Rho -0.0182
Vega 0.0169
Fair value 0.27
Intrinsic value n.a.
Break-even 764.97
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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