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ZKB Call Warrant auf
PSP Swiss Property AG

ISIN: CH1268391153 Security: 126839115 Symbol: PSPQWZ Life cycle
Secondary market

Bid Price 0.65

Ask Price 0.66

Currency CHF

Exchange SIX Structured Products

Volume 100'000.00

Volume 100'000.00

Date/time (delayed) 16.05.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 19.09.2023
Key Information Document DE 19.09.2023
Key Information Document EN 19.09.2023
Key Information Document FR 19.09.2023
Key Information Document IT 19.09.2023

Price data

  Bid Ask
Price 0.65 0.66
Volume 100'000.00 100'000.00
Date/time 16.05.24 17:15 16.05.24 17:15

Current data

Last price paid 0.66
Change -13.16% [ -0.10 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 16.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date26.09.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -17.09%
Year to date (YTD) -40.00%
1 month -18.52%
3 months -17.50%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.79
Underlying price on issue109.05
Premium0.03%
Premium p.a.0.09%
Leverage11.12
Implied volatility0.17

Reference data

ISIN CH1268391153
Symbol PSPQWZ
Security 126839115
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying PSP Swiss Propert N, CH0018294154
Underlying ISIN CH0018294154
Strike 110.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 19.09.2023

Key figures

Premium 3.14%
Premium p.a. 8.56%
Leverage 17.25
Implied volatility 16.79%
Moneyness in-the-money
Leverage 11.1163
Delta 0.6444
Gamma 0.0032
Theta -0.0019
Rho 0.0243
Vega 0.0255
Fair value 0.36
Intrinsic value n.a.
Break-even 116.55
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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