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ZKB Put Warrant auf
Spotify Technology S.A.

ISIN: CH1305143849 Security: 130514384 Symbol: SPO3FZ Life cycle
Secondary market

Bid Price 0.065

Ask Price 0.075

Currency CHF

Exchange SIX Structured Products

Volume 850'000.00

Volume 425'000.00

Date/time (delayed) 16.05.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 08.03.2024
Key Information Document DE 08.03.2024
Key Information Document EN 08.03.2024
Key Information Document FR 08.03.2024
Key Information Document IT 08.03.2024

Price data

  Bid Ask
Price 0.065 0.075
Volume 850'000.00 425'000.00
Date/time 16.05.24 17:15 16.05.24 17:15

Current data

Last price paid 0.075
Change -37.50% [ -0.05 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 15.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date15.03.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -88.52%
Year to date (YTD) n.a.
1 month -72.22%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.61
Underlying price on issue268.40
Premium0.11%
Premium p.a.0.97%
Leverage15.06
Implied volatility0.35

Reference data

ISIN CH1305143849
Symbol SPO3FZ
Security 130514384
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Spotify Tech Rg, LU1778762911
Underlying ISIN LU1778762911
Strike 270.00
C/P type put
Subscription ratio 40.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 40
Value day 08.03.2024

Key figures

Premium 11.38%
Premium p.a. 96.64%
Leverage 97.32
Implied volatility 35.17%
Moneyness out-of-the-money
Leverage 15.0552
Delta -0.1547
Gamma 0.0002
Theta -0.0021
Rho -0.0013
Vega 0.0056
Fair value 0.07
Intrinsic value n.a.
Break-even 266.91
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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