Inhaltsseite: Home

ZKB Put Warrant auf
Alphabet Inc

ISIN: CH1305139763 Security: 130513976 Symbol: GOORDZ Life cycle
Secondary market

Bid Price 0.01

Ask Price 0.02

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 27.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 22.02.2024
Key Information Document DE 22.02.2024
Key Information Document EN 22.02.2024
Key Information Document FR 22.02.2024
Key Information Document IT 22.02.2024

Price data

  Bid Ask
Price 0.01 0.02
Volume 1'000'000.00 250'000.00
Date/time 27.05.24 17:15 27.05.24 17:15

Current data

Last price paid 0.02
Change -20.00% [ -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 date29.02.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -95.00%
Year to date (YTD) n.a.
1 month -85.71%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.30
Underlying price on issue145.73
Premium0.21%
Premium p.a.2.37%
Leverage18.23
Implied volatility0.45

Reference data

ISIN CH1305139763
Symbol GOORDZ
Security 130513976
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Alphab Non Vtg-C Rg, US02079K1079
Underlying ISIN US02079K1079
Strike 140.00
C/P type put
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 22.02.2024

Key figures

Premium 20.79%
Premium p.a. 237.13%
Leverage 536.95
Implied volatility 44.89%
Moneyness out-of-the-money
Leverage 18.2314
Delta -0.0340
Gamma 0.0002
Theta -0.0012
Rho -0.0002
Vega 0.0018
Fair value 0.02
Intrinsic value n.a.
Break-even 139.67
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

Ajax loading