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ZKB Put Warrant auf
Zurich Insurance Group AG

ISIN: CH1305148814 Security: 130514881 Symbol: ZURKMZ Life cycle
Secondary market

Bid Price 0.51

Ask Price 0.52

Currency CHF

Exchange SIX Structured Products

Volume 300'000.00

Volume 300'000.00

Date/time (delayed) 17.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 25.03.2024
Key Information Document DE 25.03.2024
Key Information Document EN 25.03.2024
Key Information Document FR 25.03.2024
Key Information Document IT 25.03.2024

Price data

  Bid Ask
Price 0.51 0.52
Volume 300'000.00 300'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.52
Change -5.45% [ -0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 17:20

Life cycle

Fixing21.03.2025
Settlement date03.04.2024
Last trading21.03.2025
Final fixing21.03.2025
Currency redemptionCHF

Performance

Perf. since issue -20.77%
Year to date (YTD) n.a.
1 month -39.53%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.65
Underlying price on issue485.20
Premium0.06%
Premium p.a.0.07%
Leverage7.84
Implied volatility0.17

Reference data

ISIN CH1305148814
Symbol ZURKMZ
Security 130514881
Exchange SIX Structured Products
Currency CHF
Expiry 28.03.2025
Underlying Zurich Insur Gr N, CH0011075394
Underlying ISIN CH0011075394
Strike 470.00
C/P type put
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 50
Value day 25.03.2024

Key figures

Premium 5.68%
Premium p.a. 6.58%
Leverage 18.29
Implied volatility 16.97%
Moneyness out-of-the-money
Leverage 7.8356
Delta -0.4284
Gamma 0.0001
Theta -0.0007
Rho -0.0393
Vega 0.0343
Fair value 0.52
Intrinsic value n.a.
Break-even 444.25
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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