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ZKB Put Warrant auf
Zurich Insurance Group AG

ISIN: CH1305145265 Security: 130514526 Symbol: ZURXWZ Life cycle
Secondary market

Bid Price 0.19

Ask Price 0.20

Currency CHF

Exchange SIX Structured Products

Volume 400'000.00

Volume 400'000.00

Date/time (delayed) 31.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 18.03.2024
Key Information Document DE 18.03.2024
Key Information Document EN 18.03.2024
Key Information Document FR 18.03.2024
Key Information Document IT 18.03.2024

Price data

  Bid Ask
Price 0.19 0.20
Volume 400'000.00 400'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.20
Change -13.04% [ -0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date25.03.2024
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -47.30%
Year to date (YTD) n.a.
1 month -62.26%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.37
Underlying price on issue485.60
Premium0.05%
Premium p.a.0.15%
Leverage16.23
Implied volatility0.16

Reference data

ISIN CH1305145265
Symbol ZURXWZ
Security 130514526
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Zurich Insur Gr N, CH0011075394
Underlying ISIN CH0011075394
Strike 460.00
C/P type put
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 50
Value day 18.03.2024

Key figures

Premium 4.95%
Premium p.a. 15.18%
Leverage 48.58
Implied volatility 15.57%
Moneyness out-of-the-money
Leverage 16.2340
Delta -0.3341
Gamma 0.0002
Theta -0.0012
Rho -0.0109
Vega 0.0197
Fair value 0.20
Intrinsic value n.a.
Break-even 450.25
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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