Inhaltsseite: Home

ZKB Put Warrant auf
ASML Holding NV

ISIN: CH1281050778 Security: 128105077 Symbol: ASM01Z Life cycle
Secondary market

Bid Price 0.15

Ask Price 0.16

Currency CHF

Exchange SIX Structured Products

Volume 325'000.00

Volume 325'000.00

Date/time (delayed) 24.05.2024 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 0.15 0.16
Volume 325'000.00 325'000.00
Date/time 24.05.24 17:15 24.05.24 17:15

Current data

Last price paid 0.16
Change -5.88% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 24.05.2024 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 -79.33%
Year to date (YTD) -71.43%
1 month -36.00%
3 months -36.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.75
Underlying price on issue648.45
Premium0.29%
Premium p.a.0.48%
Leverage5.94
Implied volatility0.39

Reference data

ISIN CH1281050778
Symbol ASM01Z
Security 128105077
Exchange SIX Structured Products
Currency CHF
Expiry 31.12.2024
Underlying ASML Hldg Rg, NL0010273215
Underlying ISIN NL0010273215
Strike 640.00
C/P type put
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 100
Value day 08.12.2023

Key figures

Premium 29.09%
Premium p.a. 48.04%
Leverage 56.36
Implied volatility 39.40%
Moneyness out-of-the-money
Leverage 5.9399
Delta -0.1054
Gamma 0.0000
Theta -0.0010
Rho -0.0054
Vega 0.0124
Fair value 0.16
Intrinsic value n.a.
Break-even 624.38
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

Ajax loading