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ZKB Put Warrant auf
Kering SA

ISIN: CH1305153012 Security: 130515301 Symbol: KER0VZ Life cycle
Secondary market

Bid Price 0.32

Ask Price 0.33

Currency CHF

Exchange SIX Structured Products

Volume 175'000.00

Volume 175'000.00

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 0.32 0.33
Volume 175'000.00 175'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.32
Change +6.67% [ +0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date02.05.2024
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -16.67%
Year to date (YTD) n.a.
1 month -5.88%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.39
Underlying price on issue323.28
Premium0.03%
Premium p.a.0.10%
Leverage5.69
Implied volatility0.31

Reference data

ISIN CH1305153012
Symbol KER0VZ
Security 130515301
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Kering, FR0000121485
Underlying ISIN FR0000121485
Strike 340.00
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 3.27%
Premium p.a. 10.02%
Leverage 9.57
Implied volatility 30.54%
Moneyness in-the-money
Leverage 5.6866
Delta -0.5945
Gamma 0.0001
Theta -0.0007
Rho -0.0071
Vega 0.0069
Fair value 0.10
Intrinsic value n.a.
Break-even 306.84
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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