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ZKB Put Warrant auf
Unilever NV

ISIN: CH1305142882 Security: 130514288 Symbol: UNAOLZ Life cycle
Secondary market

Bid Price 0.14

Ask Price 0.15

Currency CHF

Exchange SIX Structured Products

Volume 375'000.00

Volume 375'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 05.03.2024
Key Information Document DE 05.03.2024
Key Information Document EN 05.03.2024
Key Information Document FR 05.03.2024
Key Information Document IT 05.03.2024

Price data

  Bid Ask
Price 0.14 0.15
Volume 375'000.00 375'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.15
Change -11.76% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date12.03.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -69.15%
Year to date (YTD) n.a.
1 month -73.68%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.47
Underlying price on issue45.21
Premium0.14%
Premium p.a.0.23%
Leverage11.02
Implied volatility0.20

Reference data

ISIN CH1305142882
Symbol UNAOLZ
Security 130514288
Exchange SIX Structured Products
Currency CHF
Expiry 31.12.2024
Underlying Unilever Rg, GB00B10RZP78
Underlying ISIN GB00B10RZP78
Strike 44.00
C/P type put
Subscription ratio 5.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 5
Value day 05.03.2024

Key figures

Premium 14.19%
Premium p.a. 22.72%
Leverage 68.63
Implied volatility 20.20%
Moneyness out-of-the-money
Leverage 11.0161
Delta -0.1605
Gamma 0.0061
Theta -0.0008
Rho -0.0092
Vega 0.0191
Fair value 0.15
Intrinsic value n.a.
Break-even 43.27
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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