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ZKB Put Warrant auf
PSP Swiss Property AG

ISIN: CH1268376717 Security: 126837671 Symbol: PSP3XZ Life cycle
Secondary market

Bid Price 0.025

Ask Price 0.035

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 16.05.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 30.06.2023
Key Information Document DE 30.06.2023
Key Information Document EN 30.06.2023
Key Information Document FR 30.06.2023
Key Information Document IT 30.06.2023

Price data

  Bid Ask
Price 0.025 0.035
Volume 1'000'000.00 250'000.00
Date/time 16.05.24 17:15 16.05.24 17:15

Current data

Last price paid 0.035
Change +16.67% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.04.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date07.07.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -88.00%
Year to date (YTD) -30.00%
1 month -12.50%
3 months -30.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.25
Underlying price on issue99.63
Premium0.13%
Premium p.a.1.07%
Leverage14.24
Implied volatility0.37

Reference data

ISIN CH1268376717
Symbol PSP3XZ
Security 126837671
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying PSP Swiss Propert N, CH0018294154
Underlying ISIN CH0018294154
Strike 100.00
C/P type put
Subscription ratio 40.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 40
Value day 30.06.2023

Key figures

Premium 12.57%
Premium p.a. 106.67%
Leverage 94.17
Implied volatility 37.27%
Moneyness out-of-the-money
Leverage 14.2373
Delta -0.1512
Gamma 0.0004
Theta -0.0010
Rho -0.0005
Vega 0.0023
Fair value 0.03
Intrinsic value n.a.
Break-even 98.80
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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