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ZKB Put Warrant auf
EURO STOXX Banks

ISIN: CH1338499408 Security: 133849940 Symbol: SX731Z Life cycle
Secondary market

Bid Price 0.19

Ask Price 0.20

Currency CHF

Exchange SIX Structured Products

Volume 275'000.00

Volume 275'000.00

Date/time (delayed) 25.06.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 06.05.2024
Key Information Document DE 06.05.2024
Key Information Document EN 06.05.2024
Key Information Document FR 06.05.2024
Key Information Document IT 06.05.2024

Price data

  Bid Ask
Price 0.19 0.20
Volume 275'000.00 275'000.00
Date/time 25.06.24 17:15 25.06.24 17:15

Life cycle

Performance

Perf. since issue -2.50%
Year to date (YTD) n.a.
1 month n.a.
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.20
Underlying price on issue142.52
Premium0.08%
Premium p.a.0.15%
Leverage6.49
Implied volatility0.27

Reference data

ISIN CH1338499408
Symbol SX731Z
Security 133849940
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying EURO STOXX Banks Price, EU0009658426
Underlying ISIN EU0009658426
Strike 135.00
C/P type put
Subscription ratio 40.00
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 40
Value day 06.05.2024

Key figures

Premium 7.84%
Premium p.a. 14.67%
Leverage 16.90
Implied volatility 26.83%
Moneyness out-of-the-money
Leverage 6.4903
Delta -0.3841
Gamma 0.0006
Theta -0.0005
Rho -0.0080
Vega 0.0092
Fair value 0.20
Intrinsic value n.a.
Break-even 126.86
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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