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ZKB Call Warrant auf
Alphabet Inc

ISIN: CH1305147055 Security: 130514705 Symbol: GOORUZ Life cycle
Secondary market

Bid Price 0.50

Ask Price 0.51

Currency CHF

Exchange SIX Structured Products

Volume 100'000.00

Volume 100'000.00

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 0.50 0.51
Volume 100'000.00 100'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.51
Change -7.27% [ -0.04 ]
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 +57.81%
Year to date (YTD) n.a.
1 month 0.00%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.32
Underlying price on issue147.97
Premium0.23%
Premium p.a.0.28%
Leverage6.00
Implied volatility0.30

Reference data

ISIN CH1305147055
Symbol GOORUZ
Security 130514705
Exchange SIX Structured Products
Currency CHF
Expiry 28.03.2025
Underlying Alphab Non Vtg-C Rg, US02079K1079
Underlying ISIN US02079K1079
Strike 200.00
C/P type call
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 23.05%
Premium p.a. 27.95%
Leverage 15.35
Implied volatility 30.09%
Moneyness out-of-the-money
Leverage 6.0028
Delta 0.3911
Gamma 0.0005
Theta -0.0017
Rho 0.0208
Vega 0.0269
Fair value 0.51
Intrinsic value n.a.
Break-even 211.18
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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