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ZKB Call Warrant auf
PSP Swiss Property AG

ISIN: CH1281049382 Security: 128104938 Symbol: PSPFIZ Life cycle
Secondary market

Bid Price 0.28

Ask Price 0.29

Currency CHF

Exchange SIX Structured Products

Volume 200'000.00

Volume 200'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 08.12.2023
Key Information Document DE 08.12.2023
Key Information Document EN 08.12.2023
Key Information Document FR 08.12.2023
Key Information Document IT 08.12.2023

Price data

  Bid Ask
Price 0.28 0.29
Volume 200'000.00 200'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.29
Change -17.14% [ -0.06 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 16.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date15.12.2023
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -55.47%
Year to date (YTD) -53.23%
1 month -23.68%
3 months -30.95%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.64
Underlying price on issue114.60
Premium0.08%
Premium p.a.0.12%
Leverage14.63
Implied volatility0.13

Reference data

ISIN CH1281049382
Symbol PSPFIZ
Security 128104938
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying PSP Swiss Propert N, CH0018294154
Underlying ISIN CH0018294154
Strike 120.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 08.12.2023

Key figures

Premium 7.86%
Premium p.a. 12.26%
Leverage 39.96
Implied volatility 13.20%
Moneyness out-of-the-money
Leverage 14.6286
Delta 0.3660
Gamma 0.0031
Theta -0.0011
Rho 0.0249
Vega 0.0343
Fair value 0.29
Intrinsic value n.a.
Break-even 122.85
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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