Inhaltsseite: Home

ZKB Put Warrant auf
Zurich Insurance Group AG

ISIN: CH1268373805 Security: 126837380 Symbol: ZURNLZ Life cycle
Secondary market

Bid Price 0.005

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 09:02:20

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 20.06.2023
Key Information Document DE 20.06.2023
Key Information Document EN 20.06.2023
Key Information Document FR 20.06.2023
Key Information Document IT 20.06.2023

Price data

  Bid Ask
Price 0.005 0.015
Volume 1'000'000.00 250'000.00
Date/time 17.05.24 09:02 17.05.24 09:02

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 16.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date27.06.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -97.30%
Year to date (YTD) -89.29%
1 month -62.50%
3 months -85.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.37
Underlying price on issue426.60
Premium0.20%
Premium p.a.1.74%
Leverage22.33
Implied volatility0.34

Reference data

ISIN CH1268373805
Symbol ZURNLZ
Security 126837380
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Zurich Insur Gr N, CH0011075394
Underlying ISIN CH0011075394
Strike 380.00
C/P type put
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 50
Value day 20.06.2023

Key figures

Premium 19.97%
Premium p.a. 173.55%
Leverage 948.40
Implied volatility 34.07%
Moneyness out-of-the-money
Leverage 22.3288
Delta -0.0235
Gamma 0.0000
Theta -0.0007
Rho -0.0003
Vega 0.0018
Fair value 0.01
Intrinsic value n.a.
Break-even 379.50
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

Ajax loading