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ZKB Put Warrant auf
Infineon Technologies AG

ISIN: CH1281051040 Security: 128105104 Symbol: IFX6PZ Life cycle
Secondary market

Bid Price 0.32

Ask Price 0.33

Currency CHF

Exchange SIX Structured Products

Volume 175'000.00

Volume 175'000.00

Date/time (delayed) 17.05.2024 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 0.32 0.33
Volume 175'000.00 175'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.32
Change +3.23% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 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 -33.67%
Year to date (YTD) -17.95%
1 month -46.67%
3 months -39.62%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.49
Underlying price on issue36.88
Premium0.12%
Premium p.a.0.18%
Leverage4.19
Implied volatility0.36

Reference data

ISIN CH1281051040
Symbol IFX6PZ
Security 128105104
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Infineon Technolo N, DE0006231004
Underlying ISIN DE0006231004
Strike 36.00
C/P type put
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 10
Value day 08.12.2023

Key figures

Premium 11.62%
Premium p.a. 18.12%
Leverage 11.24
Implied volatility 36.29%
Moneyness out-of-the-money
Leverage 4.1888
Delta -0.3728
Gamma 0.0036
Theta -0.0007
Rho -0.0108
Vega 0.0111
Fair value 0.33
Intrinsic value n.a.
Break-even 32.71
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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