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ZKB Call Warrant auf
Intel Corp

ISIN: CH1338498616 Security: 133849861 Symbol: INTSZZ 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) 29.05.2024 12:24:39

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 29.05.24 12:24 29.05.24 12:24

Current data

Last price paid 0.08
Change +6.67% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 28.05.2024 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 price0.12
Underlying price on issue31.01
Premium0.05%
Premium p.a.0.67%
Leverage16.42
Implied volatility0.31

Reference data

ISIN CH1338498616
Symbol INTSZZ
Security 133849861
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Intel Rg, US4581401001
Underlying ISIN US4581401001
Strike 32.00
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 5.50%
Premium p.a. 66.86%
Leverage 40.50
Implied volatility 31.20%
Moneyness out-of-the-money
Leverage 16.4169
Delta 0.4053
Gamma 0.0153
Theta -0.0018
Rho 0.0009
Vega 0.0032
Fair value 0.07
Intrinsic value n.a.
Break-even 32.77
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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