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ZKB Put Warrant auf
Unilever NV

ISIN: CH1305137635 Security: 130513763 Symbol: UNATMZ Life cycle
Secondary market

Bid Price 0.23

Ask Price 0.24

Currency CHF

Exchange SIX Structured Products

Volume 225'000.00

Volume 225'000.00

Date/time (delayed) 28.05.2024 01:33:35

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 16.02.2024
Key Information Document DE 16.02.2024
Key Information Document EN 16.02.2024
Key Information Document FR 16.02.2024
Key Information Document IT 16.02.2024

Price data

  Bid Ask
Price 0.23 0.24
Volume 225'000.00 225'000.00
Date/time 28.05.24 13:33 28.05.24 13:33

Current data

Last price paid 0.21
Change -8.70% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 23.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date23.02.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -58.33%
Year to date (YTD) n.a.
1 month -68.18%
3 months -56.25%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.54
Underlying price on issue46.93
Premium0.11%
Premium p.a.0.18%
Leverage10.53
Implied volatility0.19

Reference data

ISIN CH1305137635
Symbol UNATMZ
Security 130513763
Exchange SIX Structured Products
Currency CHF
Expiry 31.12.2024
Underlying Unilever Rg, GB00B10RZP78
Underlying ISIN GB00B10RZP78
Strike 46.00
C/P type put
Subscription ratio 5.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 5
Value day 16.02.2024

Key figures

Premium 10.59%
Premium p.a. 17.82%
Leverage 44.20
Implied volatility 19.40%
Moneyness out-of-the-money
Leverage 10.5295
Delta -0.2382
Gamma 0.0083
Theta -0.0010
Rho -0.0131
Vega 0.0236
Fair value 0.23
Intrinsic value n.a.
Break-even 44.86
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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