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ZKB Put Warrant auf
Apple Inc

ISIN: CH1305148939 Security: 130514893 Symbol: AAP33Z Life cycle
Secondary market

Bid Price 0.04

Ask Price 0.05

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 17.05.2024 09:16:48

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 26.03.2024
Key Information Document DE 26.03.2024
Key Information Document EN 26.03.2024
Key Information Document FR 26.03.2024
Key Information Document IT 26.03.2024

Price data

  Bid Ask
Price 0.04 0.05
Volume 1'000'000.00 250'000.00
Date/time 17.05.24 09:16 17.05.24 09:16

Current data

Last price paid 0.05
Change -16.67% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 15.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date04.04.2024
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -71.88%
Year to date (YTD) n.a.
1 month -61.54%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.16
Underlying price on issue171.41
Premium0.14%
Premium p.a.0.40%
Leverage11.22
Implied volatility0.27

Reference data

ISIN CH1305148939
Symbol AAP33Z
Security 130514893
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Apple Rg, US0378331005
Underlying ISIN US0378331005
Strike 165.00
C/P type put
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 50
Value day 26.03.2024

Key figures

Premium 14.40%
Premium p.a. 39.52%
Leverage 76.62
Implied volatility 26.68%
Moneyness out-of-the-money
Leverage 11.2180
Delta -0.1464
Gamma 0.0002
Theta -0.0004
Rho -0.0016
Vega 0.0048
Fair value 0.05
Intrinsic value n.a.
Break-even 162.52
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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