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ZKB Put Warrant auf
Alphabet Inc

ISIN: CH1305133568 Security: 130513356 Symbol: GOO0HZ Life cycle
Secondary market

Bid Price 0.015

Ask Price 0.025

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 17.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 26.01.2024
Key Information Document DE 26.01.2024
Key Information Document EN 26.01.2024
Key Information Document FR 26.01.2024
Key Information Document IT 26.01.2024

Price data

  Bid Ask
Price 0.015 0.025
Volume 1'000'000.00 250'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.025
Change -16.67% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date02.02.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -95.24%
Year to date (YTD) n.a.
1 month -89.58%
3 months -95.37%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.42
Underlying price on issue153.55
Premium0.15%
Premium p.a.1.33%
Leverage21.22
Implied volatility0.32

Reference data

ISIN CH1305133568
Symbol GOO0HZ
Security 130513356
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Alphab Non Vtg-C Rg, US02079K1079
Underlying ISIN US02079K1079
Strike 150.00
C/P type put
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 26.01.2024

Key figures

Premium 15.35%
Premium p.a. 133.40%
Leverage 401.05
Implied volatility 31.69%
Moneyness out-of-the-money
Leverage 21.2213
Delta -0.0529
Gamma 0.0003
Theta -0.0010
Rho -0.0004
Vega 0.0029
Fair value 0.02
Intrinsic value n.a.
Break-even 149.56
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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