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ZKB Call Warrant auf
Alphabet Inc

ISIN: CH1250737470 Security: 125073747 Symbol: GOOXXZ Life cycle
Secondary market

Bid Price 0.19

Ask Price 0.20

Currency CHF

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

Date/time (delayed) 17.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 25.05.2023
Key Information Document DE 25.05.2023
Key Information Document EN 25.05.2023
Key Information Document FR 25.05.2023
Key Information Document IT 25.05.2023

Price data

  Bid Ask
Price 0.19 0.20
Volume 250'000.00 250'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.19
Change +5.56% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date02.06.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +2.63%
Year to date (YTD) +90.00%
1 month +58.33%
3 months +171.43%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.19
Underlying price on issue124.13
Premium0.04%
Premium p.a.0.37%
Leverage18.29
Implied volatility0.22

Reference data

ISIN CH1250737470
Symbol GOOXXZ
Security 125073747
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Alphab Non Vtg-C Rg, US02079K1079
Underlying ISIN US02079K1079
Strike 180.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 25.05.2023

Key figures

Premium 4.29%
Premium p.a. 37.30%
Leverage 41.14
Implied volatility 22.50%
Moneyness out-of-the-money
Leverage 18.2858
Delta 0.4445
Gamma 0.0016
Theta -0.0033
Rho 0.0039
Vega 0.0107
Fair value 0.20
Intrinsic value n.a.
Break-even 184.30
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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