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ZKB Put Warrant auf 2024-20.09.2024 Zurich Insurance Group AG
Zurich Insurance Group AG

ISIN: CH1338515088 Security: 133851508 Symbol: ZURGTZ Life cycle
Secondary market

Bid Price 0.63

Ask Price 0.64

Currency CHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 08.08.2024 01:03:21

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 25.06.2024
Key Information Document DE 25.06.2024
Key Information Document EN 25.06.2024
Key Information Document FR 25.06.2024
Key Information Document IT 25.06.2024

Price data

  Bid Ask
Price 0.63 0.64
Volume 150'000.00 150'000.00
Date/time 08.08.24 13:03 08.08.24 13:03

Current data

Last price paid 0.41
Change -30.51% [ -0.18 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 07.08.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date02.07.2024
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue +164.58%
Year to date (YTD) n.a.
1 month +17.14%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.24
Underlying price on issue486.30
Premium0.01%
Premium p.a.0.05%
Leverage11.39
Implied volatility0.20

Reference data

ISIN CH1338515088
Symbol ZURGTZ
Security 133851508
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Zurich Insur Gr N, CH0011075394
Underlying ISIN CH0011075394
Strike 480.00
C/P type put
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 50
Value day 25.06.2024

Key figures

Premium 0.59%
Premium p.a. 4.99%
Leverage 14.20
Implied volatility 20.16%
Moneyness in-the-money
Leverage 11.3895
Delta -0.8020
Gamma 0.0001
Theta -0.0018
Rho -0.0087
Vega 0.0086
Fair value 0.05
Intrinsic value n.a.
Break-even 448.25
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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