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ZKB Put Warrant auf
Alphabet Inc

ISIN: CH1268370165 Security: 126837016 Symbol: GOOXPZ Life cycle
Secondary market

Bid Price 0.01

Ask Price 0.02

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 12.06.2023
Key Information Document DE 12.06.2023
Key Information Document EN 12.06.2023
Key Information Document FR 12.06.2023
Key Information Document IT 12.06.2023

Price data

  Bid Ask
Price 0.01 0.02
Volume 1'000'000.00 250'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.02
Change -20.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 13.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date20.06.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -97.12%
Year to date (YTD) -87.50%
1 month -50.00%
3 months -71.43%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.52
Underlying price on issue123.70
Premium0.32%
Premium p.a.2.80%
Leverage12.10
Implied volatility0.61

Reference data

ISIN CH1268370165
Symbol GOOXPZ
Security 126837016
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Alphab Non Vtg-C Rg, US02079K1079
Underlying ISIN US02079K1079
Strike 120.00
C/P type put
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 12.06.2023

Key figures

Premium 32.27%
Premium p.a. 280.42%
Leverage 534.76
Implied volatility 60.74%
Moneyness out-of-the-money
Leverage 12.0975
Delta -0.0226
Gamma 0.0001
Theta -0.0010
Rho -0.0002
Vega 0.0015
Fair value 0.02
Intrinsic value n.a.
Break-even 119.67
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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