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ZKB Put Warrant auf 2024-17.01.2025 Alphabet Inc
Alphabet Inc

ISIN: CH1338519460 Security: 133851946 Symbol: GOOM0Z Life cycle
Secondary market

Bid Price 0.91

Ask Price 0.92

Currency CHF

Exchange SIX Structured Products

Volume 75'000.00

Volume 75'000.00

Date/time (delayed) 08.08.2024 09:52:06

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 24.07.2024
Key Information Document DE 24.07.2024
Key Information Document EN 24.07.2024

Price data

  Bid Ask
Price 0.91 0.92
Volume 75'000.00 75'000.00
Date/time 08.08.24 09:52 08.08.24 09:52

Current data

Last price paid 0.83
Change -7.78% [ -0.07 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 07.08.2024 17:20

Life cycle

Fixing17.01.2025
Settlement date31.07.2024
Last trading17.01.2025
Final fixing17.01.2025
Currency redemptionCHF

Performance

Perf. since issue +55.08%
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 price0.59
Underlying price on issue177.83
Premium0.04%
Premium p.a.0.09%
Leverage4.41
Implied volatility0.33

Reference data

ISIN CH1338519460
Symbol GOOM0Z
Security 133851946
Exchange SIX Structured Products
Currency CHF
Expiry 27.01.2025
Underlying Alphab Non Vtg-C Rg, US02079K1079
Underlying ISIN US02079K1079
Strike 175.00
C/P type put
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 24.07.2024

Key figures

Premium 4.42%
Premium p.a. 9.38%
Leverage 7.55
Implied volatility 33.17%
Moneyness in-the-money
Leverage 4.4100
Delta -0.5844
Gamma 0.0007
Theta -0.0013
Rho -0.0156
Vega 0.0181
Fair value 0.31
Intrinsic value n.a.
Break-even 153.69
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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