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ZKB Put Warrant auf
EUR/CHF

ISIN: CH1305150448 Security: 130515044 Symbol: EUR8AZ Life cycle
redeemed

Bid Price 0.16

Ask Price 0.17

Currency CHF

Exchange SIX Structured Products

Volume 350'000.00

Volume 350'000.00

Date/time (delayed) 20.06.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 04.04.2024
Key Information Document DE 04.04.2024
Key Information Document EN 04.04.2024
Key Information Document FR 04.04.2024
Key Information Document IT 04.04.2024

Price data

  Bid Ask
Price 0.16 0.17
Volume 350'000.00 350'000.00
Date/time 20.06.24 17:15 20.06.24 17:15

Current data

Last price paid 0.17
Change -19.05% [ -0.04 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 20.06.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date11.04.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +106.25%
Year to date (YTD) n.a.
1 month +325.00%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.08
Underlying price on issue0.98
Premium0.16%
Premium p.a.7.15%
Leverage3.46
Implied volatility2.79

Reference data

ISIN CH1305150448
Symbol EUR8AZ
Security 130515044
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying EUR/CHF, EU0009654078
Underlying ISIN EU0009654078
Strike 0.97
C/P type put
Subscription ratio 0.10
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 0.1
Value day 04.04.2024

Key figures

Premium 15.68%
Premium p.a. 715.33%
Leverage 5.79
Implied volatility 278.68%
Moneyness in-the-money
Leverage 3.4616
Delta -0.6267
Gamma 0.6046
Theta -0.0096
Rho -0.0001
Vega 0.0006
Fair value 0.15
Intrinsic value n.a.
Break-even 0.81
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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