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Intel Corp

ISIN: CH1338498624 Security: 133849862 Symbol: INTH5Z Life cycle
Secondary market

Bid Price 0.025

Ask Price 0.035

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 29.05.2024 11:16:07

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 0.025 0.035
Volume 1'000'000.00 250'000.00
Date/time 29.05.24 11:16 29.05.24 11:16

Current data

Last price paid 0.04
Change -33.33% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 23.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date14.05.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -41.67%
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 price0.06
Underlying price on issue31.01
Premium0.11%
Premium p.a.1.30%
Leverage17.71
Implied volatility0.36

Reference data

ISIN CH1338498624
Symbol INTH5Z
Security 133849862
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Intel Rg, US4581401001
Underlying ISIN US4581401001
Strike 34.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 10
Value day 06.05.2024

Key figures

Premium 10.70%
Premium p.a. 130.19%
Leverage 80.98
Implied volatility 36.20%
Moneyness out-of-the-money
Leverage 17.7105
Delta 0.2187
Gamma 0.0100
Theta -0.0015
Rho 0.0005
Vega 0.0024
Fair value 0.04
Intrinsic value n.a.
Break-even 34.38
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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