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ZKB Put Warrant auf
Zurich Insurance Group AG

ISIN: CH1250715658 Security: 125071565 Symbol: ZURPHZ Life cycle
Secondary market

Bid Price 0.005

Ask Price 0.015

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 16.03.2023
Key Information Document DE 16.03.2023
Key Information Document EN 16.03.2023
Key Information Document FR 16.03.2023
Key Information Document IT 16.03.2023

Price data

  Bid Ask
Price 0.005 0.015
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 0.015
Change -25.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 16.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date23.03.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -98.11%
Year to date (YTD) -82.35%
1 month n.a.
3 months -75.00%
1 year -95.59%
3 years n.a.

Key figures on issue

Issue price0.53
Underlying price on issue406.40
Premium0.24%
Premium p.a.2.07%
Leverage19.03
Implied volatility0.40

Reference data

ISIN CH1250715658
Symbol ZURPHZ
Security 125071565
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Zurich Insur Gr N, CH0011075394
Underlying ISIN CH0011075394
Strike 360.00
C/P type put
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 50
Value day 16.03.2023

Key figures

Premium 23.80%
Premium p.a. 206.85%
Leverage 943.60
Implied volatility 40.44%
Moneyness out-of-the-money
Leverage 19.0272
Delta -0.0202
Gamma 0.0000
Theta -0.0007
Rho -0.0002
Vega 0.0016
Fair value 0.01
Intrinsic value n.a.
Break-even 359.50
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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