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ZKB Put Warrant auf
Zurich Insurance Group AG

ISIN: CH1338505782 Security: 133850578 Symbol: ZURJ8Z Life cycle
Secondary market

Bid Price 0.60

Ask Price 0.61

Currency CHF

Exchange SIX Structured Products

Volume 300'000.00

Volume 300'000.00

Date/time (delayed) 26.06.2024 04:24:53

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 23.05.2024
Key Information Document DE 23.05.2024
Key Information Document EN 23.05.2024
Key Information Document FR 23.05.2024
Key Information Document IT 23.05.2024

Price data

  Bid Ask
Price 0.60 0.61
Volume 300'000.00 300'000.00
Date/time 26.06.24 16:24 26.06.24 16:24

Current data

Last price paid 0.56
Change +3.70% [ +0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 25.06.2024 17:20

Life cycle

Fixing20.06.2025
Settlement date30.05.2024
Last trading20.06.2025
Final fixing20.06.2025
Currency redemptionCHF

Performance

Perf. since issue -11.03%
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 price0.68
Underlying price on issue473.80
Premium0.10%
Premium p.a.0.10%
Leverage7.15
Implied volatility0.16

Reference data

ISIN CH1338505782
Symbol ZURJ8Z
Security 133850578
Exchange SIX Structured Products
Currency CHF
Expiry 27.06.2025
Underlying Zurich Insur Gr N, CH0011075394
Underlying ISIN CH0011075394
Strike 460.00
C/P type put
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 50
Value day 23.05.2024

Key figures

Premium 10.49%
Premium p.a. 10.46%
Leverage 15.87
Implied volatility 16.22%
Moneyness out-of-the-money
Leverage 7.1514
Delta -0.4506
Gamma 0.0001
Theta -0.0013
Rho -0.0494
Vega 0.0362
Fair value 0.61
Intrinsic value n.a.
Break-even 429.75
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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