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ZKB Put Warrant auf
Apple Inc

ISIN: CH1305148921 Security: 130514892 Symbol: AAPRRZ Life cycle
Secondary market

Bid Price 0.015

Ask Price 0.025

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 26.03.2024
Key Information Document DE 26.03.2024
Key Information Document EN 26.03.2024
Key Information Document FR 26.03.2024
Key Information Document IT 26.03.2024

Price data

  Bid Ask
Price 0.015 0.025
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 0.025
Change -16.67% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 15.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date04.04.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -86.67%
Year to date (YTD) n.a.
1 month -77.27%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.15
Underlying price on issue171.42
Premium0.11%
Premium p.a.0.95%
Leverage19.78
Implied volatility0.29

Reference data

ISIN CH1305148921
Symbol AAPRRZ
Security 130514892
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Apple Rg, US0378331005
Underlying ISIN US0378331005
Strike 170.00
C/P type put
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 50
Value day 26.03.2024

Key figures

Premium 10.91%
Premium p.a. 94.80%
Leverage 172.13
Implied volatility 29.42%
Moneyness out-of-the-money
Leverage 19.7761
Delta -0.1149
Gamma 0.0002
Theta -0.0007
Rho -0.0005
Vega 0.0023
Fair value 0.02
Intrinsic value n.a.
Break-even 168.90
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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