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ZKB Put Warrant auf
PSP Swiss Property AG

ISIN: CH1305145802 Security: 130514580 Symbol: PSPZFZ Life cycle
Secondary market

Bid Price 0.46

Ask Price 0.47

Currency CHF

Exchange SIX Structured Products

Volume 125'000.00

Volume 125'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 19.03.2024
Key Information Document DE 19.03.2024
Key Information Document EN 19.03.2024
Key Information Document FR 19.03.2024
Key Information Document IT 19.03.2024

Price data

  Bid Ask
Price 0.46 0.47
Volume 125'000.00 125'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.47
Change -4.08% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing21.03.2025
Settlement date26.03.2024
Last trading21.03.2025
Final fixing21.03.2025
Currency redemptionCHF

Performance

Perf. since issue -34.51%
Year to date (YTD) n.a.
1 month -6.00%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.71
Underlying price on issue114.00
Premium0.07%
Premium p.a.0.08%
Leverage8.87
Implied volatility0.17

Reference data

ISIN CH1305145802
Symbol PSPZFZ
Security 130514580
Exchange SIX Structured Products
Currency CHF
Expiry 28.03.2025
Underlying PSP Swiss Propert N, CH0018294154
Underlying ISIN CH0018294154
Strike 110.00
C/P type put
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 19.03.2024

Key figures

Premium 6.85%
Premium p.a. 8.31%
Leverage 24.32
Implied volatility 16.64%
Moneyness out-of-the-money
Leverage 8.8680
Delta -0.3646
Gamma 0.0022
Theta -0.0009
Rho -0.0378
Vega 0.0386
Fair value 0.47
Intrinsic value n.a.
Break-even 105.35
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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