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ZKB Put Warrant auf
Zurich Insurance Group AG

ISIN: CH1305147758 Security: 130514775 Symbol: ZURT5Z Life cycle
Secondary market

Bid Price 0.30

Ask Price 0.31

Currency CHF

Exchange SIX Structured Products

Volume 450'000.00

Volume 450'000.00

Date/time (delayed) 14.06.2024 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 0.30 0.31
Volume 450'000.00 450'000.00
Date/time 14.06.24 17:15 14.06.24 17:15

Current data

Last price paid 0.30
Change +3.45% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 14.06.2024 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 -21.79%
Year to date (YTD) n.a.
1 month -28.57%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.39
Underlying price on issue488.10
Premium0.10%
Premium p.a.0.12%
Leverage8.83
Implied volatility0.19

Reference data

ISIN CH1305147758
Symbol ZURT5Z
Security 130514775
Exchange SIX Structured Products
Currency CHF
Expiry 28.03.2025
Underlying Zurich Insur Gr N, CH0011075394
Underlying ISIN CH0011075394
Strike 440.00
C/P type put
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 50
Value day 20.03.2024

Key figures

Premium 9.78%
Premium p.a. 12.44%
Leverage 30.87
Implied volatility 18.73%
Moneyness out-of-the-money
Leverage 8.8334
Delta -0.2861
Gamma 0.0001
Theta -0.0008
Rho -0.0236
Vega 0.0284
Fair value 0.31
Intrinsic value n.a.
Break-even 424.75
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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