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ZKB Call Warrant auf
GBP/CHF

ISIN: CH1268379273 Security: 126837927 Symbol: GBPC1Z Life cycle
redeemed

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) 20.06.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 25.07.2023
Key Information Document DE 25.07.2023
Key Information Document EN 25.07.2023
Key Information Document FR 25.07.2023
Key Information Document IT 25.07.2023

Price data

  Bid Ask
Price 0.01 0.02
Volume 1'000'000.00 250'000.00
Date/time 20.06.24 17:15 20.06.24 17:15

Current data

Last price paid 0.02
Change -42.86% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 18.06.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date02.08.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -88.46%
Year to date (YTD) -50.00%
1 month -86.67%
3 months -71.43%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.13
Underlying price on issue1.12
Premium0.02%
Premium p.a.1.04%
Leverage30.70
Implied volatility0.30

Reference data

ISIN CH1268379273
Symbol GBPC1Z
Security 126837927
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying GBP/CHF, QT0002750013
Underlying ISIN QT0002750013
Strike 1.14
C/P type call
Subscription ratio 0.10
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 0.1
Value day 25.07.2023

Key figures

Premium 2.29%
Premium p.a. 104.33%
Leverage 75.28
Implied volatility 29.77%
Moneyness out-of-the-money
Leverage 30.7009
Delta 0.3612
Gamma 7.6797
Theta -0.0013
Rho 0.0001
Vega 0.0007
Fair value 0.02
Intrinsic value n.a.
Break-even 1.16
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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