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ZKB Put Warrant auf
EURO STOXX Banks

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

Bid Price 0.07

Ask Price 0.08

Currency CHF

Exchange SIX Structured Products

Volume 725'000.00

Volume 375'000.00

Date/time (delayed) 27.09.2024 04:08:23

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 0.07 0.08
Volume 725'000.00 375'000.00
Date/time 27.09.24 16:08 27.09.24 16:08

Current data

Last price paid 0.08
Change -20.00% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 26.09.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date14.05.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -62.50%
Year to date (YTD) n.a.
1 month -38.46%
3 months -60.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.20
Underlying price on issue142.52
Premium0.10%
Premium p.a.0.37%
Leverage10.86
Implied volatility0.28

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 10.35%
Premium p.a. 37.40%
Leverage 46.16
Implied volatility 27.76%
Moneyness out-of-the-money
Leverage 10.8634
Delta -0.2354
Gamma 0.0009
Theta -0.0007
Rho -0.0027
Vega 0.0056
Fair value 0.08
Intrinsic value n.a.
Break-even 131.81
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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