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ZKB Put Warrant auf
Kering SA

ISIN: CH1305153095 Security: 130515309 Symbol: KERK2Z Life cycle
Secondary market

Bid Price 0.19

Ask Price 0.20

Currency CHF

Exchange SIX Structured Products

Volume 300'000.00

Volume 300'000.00

Date/time (delayed) 31.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 24.04.2024
Key Information Document DE 24.04.2024
Key Information Document EN 24.04.2024
Key Information Document FR 24.04.2024
Key Information Document IT 24.04.2024

Price data

  Bid Ask
Price 0.19 0.20
Volume 300'000.00 300'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.19
Change +11.76% [ +0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date02.05.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -18.75%
Year to date (YTD) n.a.
1 month -9.52%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.24
Underlying price on issue323.28
Premium0.12%
Premium p.a.0.20%
Leverage5.76
Implied volatility0.29

Reference data

ISIN CH1305153095
Symbol KERK2Z
Security 130515309
Exchange SIX Structured Products
Currency CHF
Expiry 31.12.2024
Underlying Kering, FR0000121485
Underlying ISIN FR0000121485
Strike 300.00
C/P type put
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 100
Value day 24.04.2024

Key figures

Premium 11.67%
Premium p.a. 19.90%
Leverage 15.94
Implied volatility 28.87%
Moneyness out-of-the-money
Leverage 5.7608
Delta -0.3615
Gamma 0.0001
Theta -0.0006
Rho -0.0071
Vega 0.0088
Fair value 0.20
Intrinsic value n.a.
Break-even 280.10
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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