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ZKB Put Warrant auf
Apple Inc

ISIN: CH1268370025 Security: 126837002 Symbol: AAP8UZ Life cycle
Secondary market

Bid Price 0.03

Ask Price 0.04

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 12.06.2023
Key Information Document DE 12.06.2023
Key Information Document EN 12.06.2023
Key Information Document FR 12.06.2023
Key Information Document IT 12.06.2023

Price data

  Bid Ask
Price 0.03 0.04
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 0.04
Change -27.27% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 15.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date20.06.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -87.50%
Year to date (YTD) -66.67%
1 month -78.95%
3 months -73.33%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.28
Underlying price on issue181.60
Premium0.06%
Premium p.a.0.53%
Leverage21.52
Implied volatility0.23

Reference data

ISIN CH1268370025
Symbol AAP8UZ
Security 126837002
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Apple Rg, US0378331005
Underlying ISIN US0378331005
Strike 180.00
C/P type put
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 50
Value day 12.06.2023

Key figures

Premium 6.07%
Premium p.a. 52.75%
Leverage 98.36
Implied volatility 23.10%
Moneyness out-of-the-money
Leverage 21.5225
Delta -0.2188
Gamma 0.0004
Theta -0.0008
Rho -0.0009
Vega 0.0034
Fair value 0.04
Intrinsic value n.a.
Break-even 178.07
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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