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ZKB Put Warrant auf
Zurich Insurance Group AG

ISIN: CH1305144417 Security: 130514441 Symbol: ZURXFZ Life cycle
Secondary market

Bid Price 0.02

Ask Price 0.03

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 03.06.2024 12:15:44

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 11.03.2024
Key Information Document DE 11.03.2024
Key Information Document EN 11.03.2024
Key Information Document FR 11.03.2024
Key Information Document IT 11.03.2024

Price data

  Bid Ask
Price 0.02 0.03
Volume 1'000'000.00 250'000.00
Date/time 03.06.24 12:15 03.06.24 12:15

Current data

Last price paid 0.03
Change -25.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date18.03.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -88.64%
Year to date (YTD) n.a.
1 month -89.66%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.22
Underlying price on issue480.15
Premium0.05%
Premium p.a.0.77%
Leverage45.33
Implied volatility0.17

Reference data

ISIN CH1305144417
Symbol ZURXFZ
Security 130514441
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
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 11.03.2024

Key figures

Premium 5.27%
Premium p.a. 76.90%
Leverage 378.96
Implied volatility 17.16%
Moneyness out-of-the-money
Leverage 45.3293
Delta -0.1196
Gamma 0.0002
Theta -0.0016
Rho -0.0008
Vega 0.0049
Fair value 0.03
Intrinsic value n.a.
Break-even 448.75
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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