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ZKB Put Warrant auf
Alphabet Inc

ISIN: CH1305147030 Security: 130514703 Symbol: GOOA1Z Life cycle
Secondary market

Bid Price 0.36

Ask Price 0.37

Currency CHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 20.03.2024
Key Information Document DE 20.03.2024
Key Information Document EN 20.03.2024
Key Information Document FR 20.03.2024
Key Information Document IT 20.03.2024

Price data

  Bid Ask
Price 0.36 0.37
Volume 150'000.00 150'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.36
Change +9.09% [ +0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing21.03.2025
Settlement date27.03.2024
Last trading21.03.2025
Final fixing21.03.2025
Currency redemptionCHF

Performance

Perf. since issue -56.02%
Year to date (YTD) n.a.
1 month -18.18%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.83
Underlying price on issue147.97
Premium0.17%
Premium p.a.0.21%
Leverage5.03
Implied volatility0.32

Reference data

ISIN CH1305147030
Symbol GOOA1Z
Security 130514703
Exchange SIX Structured Products
Currency CHF
Expiry 28.03.2025
Underlying Alphab Non Vtg-C Rg, US02079K1079
Underlying ISIN US02079K1079
Strike 150.00
C/P type put
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 20.03.2024

Key figures

Premium 17.29%
Premium p.a. 20.96%
Leverage 21.23
Implied volatility 32.39%
Moneyness out-of-the-money
Leverage 5.0261
Delta -0.2368
Gamma 0.0003
Theta -0.0009
Rho -0.0139
Vega 0.0216
Fair value 0.37
Intrinsic value n.a.
Break-even 141.92
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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