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ZKB Put Warrant auf
USD/CHF

ISIN: CH1268383242 Security: 126838324 Symbol: USDGPZ Life cycle
redeemed

Bid Price 0.005

Ask Price 0.015

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 19.09.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 14.08.2023
Key Information Document DE 14.08.2023
Key Information Document EN 14.08.2023
Key Information Document FR 14.08.2023
Key Information Document IT 14.08.2023

Price data

  Bid Ask
Price 0.005 0.015
Volume 1'000'000.00 250'000.00
Date/time 19.09.24 17:15 19.09.24 17:15

Current data

Last price paid 0.015
Change -40.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 19.09.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date21.08.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -96.67%
Year to date (YTD) -95.83%
1 month -57.14%
3 months -57.14%
1 year -92.50%
3 years n.a.

Key figures on issue

Issue price0.30
Underlying price on issue0.88
Premium0.02%
Premium p.a.0.95%
Leverage35.02
Implied volatility0.27

Reference data

ISIN CH1268383242
Symbol USDGPZ
Security 126838324
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying USD/CHF, XC0009652816
Underlying ISIN XC0009652816
Strike 0.84
C/P type put
Subscription ratio 0.10
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 0.1
Value day 14.08.2023

Key figures

Premium 2.07%
Premium p.a. 94.63%
Leverage 84.76
Implied volatility 27.00%
Moneyness out-of-the-money
Leverage 35.0242
Delta -0.4875
Gamma 16.4494
Theta -0.0008
Rho -0.0001
Vega 0.0005
Fair value 0.01
Intrinsic value n.a.
Break-even 0.83
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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