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ZKB Put Warrant auf
Zurich Insurance Group AG

ISIN: CH1281047816 Security: 128104781 Symbol: ZUR7MZ 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) 28.05.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 05.12.2023
Key Information Document DE 05.12.2023
Key Information Document EN 05.12.2023
Key Information Document FR 05.12.2023
Key Information Document IT 05.12.2023

Price data

  Bid Ask
Price 0.01 0.02
Volume 1'000'000.00 250'000.00
Date/time 28.05.24 17:15 28.05.24 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 27.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date12.12.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -96.05%
Year to date (YTD) -94.59%
1 month -81.82%
3 months -84.62%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.38
Underlying price on issue442.40
Premium0.11%
Premium p.a.1.24%
Leverage33.36
Implied volatility0.24

Reference data

ISIN CH1281047816
Symbol ZUR7MZ
Security 128104781
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Zurich Insur Gr N, CH0011075394
Underlying ISIN CH0011075394
Strike 420.00
C/P type put
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 50
Value day 05.12.2023

Key figures

Premium 10.55%
Premium p.a. 124.22%
Leverage 624.93
Implied volatility 24.04%
Moneyness out-of-the-money
Leverage 33.3611
Delta -0.0534
Gamma 0.0001
Theta -0.0011
Rho -0.0004
Vega 0.0029
Fair value 0.02
Intrinsic value n.a.
Break-even 419.25
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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