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ZKB Put Warrant auf
Redcare Pharmacy NV

ISIN: CH1281050752 Security: 128105075 Symbol: RDCGCZ Life cycle
Secondary market

Bid Price 0.12

Ask Price 0.13

Currency CHF

Exchange SIX Structured Products

Volume 425'000.00

Volume 425'000.00

Date/time (delayed) 15.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 08.12.2023
Key Information Document DE 08.12.2023
Key Information Document EN 08.12.2023
Key Information Document FR 08.12.2023
Key Information Document IT 08.12.2023

Price data

  Bid Ask
Price 0.12 0.13
Volume 425'000.00 425'000.00
Date/time 15.05.24 17:15 15.05.24 17:15

Current data

Last price paid 0.13
Change +8.33% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 14.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date15.12.2023
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue +4.17%
Year to date (YTD) n.a.
1 month n.a.
3 months +36.84%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.12
Underlying price on issue135.98
Premium0.10%
Premium p.a.0.15%
Leverage1.99
Implied volatility0.55

Reference data

ISIN CH1281050752
Symbol RDCGCZ
Security 128105075
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Redcare Pharmacy N, NL0012044747
Underlying ISIN NL0012044747
Strike 140.00
C/P type put
Subscription ratio 250.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 250
Value day 08.12.2023

Key figures

Premium 9.86%
Premium p.a. 15.25%
Leverage 3.77
Implied volatility 55.41%
Moneyness in-the-money
Leverage 1.9866
Delta -0.5270
Gamma 0.0000
Theta -0.0001
Rho -0.0024
Vega 0.0015
Fair value 0.05
Intrinsic value n.a.
Break-even 108.17
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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