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ZKB Put Warrant auf
Zurich Insurance Group AG

ISIN: CH1250715641 Security: 125071564 Symbol: ZURQUZ Life cycle
Secondary market

Bid Price 0.004

Ask Price 0.015

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 17.05.2024 11:18:10

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 16.03.2023
Key Information Document DE 16.03.2023
Key Information Document EN 16.03.2023
Key Information Document FR 16.03.2023
Key Information Document IT 16.03.2023

Price data

  Bid Ask
Price 0.004 0.015
Volume 1'000'000.00 250'000.00
Date/time 17.05.24 11:18 17.05.24 11:18

Current data

Last price paid 0.015
Change -25.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 15.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date23.03.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -98.83%
Year to date (YTD) -78.57%
1 month n.a.
3 months -72.73%
1 year -95.00%
3 years n.a.

Key figures on issue

Issue price0.47
Underlying price on issue406.40
Premium0.26%
Premium p.a.2.27%
Leverage20.17
Implied volatility0.41

Reference data

ISIN CH1250715641
Symbol ZURQUZ
Security 125071564
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Zurich Insur Gr N, CH0011075394
Underlying ISIN CH0011075394
Strike 350.00
C/P type put
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 50
Value day 16.03.2023

Key figures

Premium 26.17%
Premium p.a. 227.44%
Leverage 1'722.55
Implied volatility 40.79%
Moneyness out-of-the-money
Leverage 20.1715
Delta -0.0117
Gamma 0.0000
Theta -0.0005
Rho -0.0001
Vega 0.0010
Fair value 0.01
Intrinsic value n.a.
Break-even 349.73
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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