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ZKB Put Warrant auf
Redcare Pharmacy NV

ISIN: CH1305143344 Security: 130514334 Symbol: RDC0NZ Life cycle
Secondary market

Bid Price 0.035

Ask Price 0.045

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 27.09.2024 10:17:39

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 0.035 0.045
Volume 1'000'000.00 250'000.00
Date/time 27.09.24 10:17 27.09.24 10:17

Current data

Last price paid 0.05
Change -9.09% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 25.09.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date15.03.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -55.56%
Year to date (YTD) n.a.
1 month 0.00%
3 months -37.50%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.09
Underlying price on issue125.55
Premium0.16%
Premium p.a.0.58%
Leverage4.01
Implied volatility0.60

Reference data

ISIN CH1305143344
Symbol RDC0NZ
Security 130514334
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Redcare Pharmacy N, NL0012044747
Underlying ISIN NL0012044747
Strike 120.00
C/P type put
Subscription ratio 250.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 250
Value day 08.03.2024

Key figures

Premium 16.12%
Premium p.a. 58.25%
Leverage 12.28
Implied volatility 60.34%
Moneyness out-of-the-money
Leverage 4.0089
Delta -0.3265
Gamma 0.0000
Theta -0.0003
Rho -0.0006
Vega 0.0009
Fair value 0.04
Intrinsic value n.a.
Break-even 109.38
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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