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ZKB Call Warrant auf
Troy Ounce of Silver in USD

ISIN: CH1268389066 Security: 126838906 Symbol: XAGUSZ Life cycle
Secondary market

Bid Price 0.14

Ask Price 0.15

Currency CHF

Exchange SIX Structured Products

Volume 375'000.00

Volume 375'000.00

Date/time (delayed) 24.05.2024 10:52:15

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 18.09.2023
Key Information Document DE 18.09.2023
Key Information Document EN 18.09.2023
Key Information Document FR 18.09.2023
Key Information Document IT 18.09.2023

Price data

  Bid Ask
Price 0.14 0.15
Volume 375'000.00 375'000.00
Date/time 24.05.24 10:52 24.05.24 10:52

Current data

Last price paid 0.13
Change -38.10% [ -0.08 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 23.05.2024 17:20

Life cycle

Fixing25.06.2024
Settlement date25.09.2023
Last trading25.06.2024
Final fixing25.06.2024
Currency redemptionCHF

Performance

Perf. since issue +81.25%
Year to date (YTD) +136.36%
1 month +136.36%
3 months +550.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.08
Underlying price on issue23.11
Premium0.03%
Premium p.a.0.32%
Leverage11.79
Implied volatility0.30

Reference data

ISIN CH1268389066
Symbol XAGUSZ
Security 126838906
Exchange SIX Structured Products
Currency CHF
Expiry 02.07.2024
Underlying Troy Ounce of Silver in USD, XC0009653103
Underlying ISIN XC0009653103
Strike 30.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 10
Value day 18.09.2023

Key figures

Premium 3.42%
Premium p.a. 32.03%
Leverage 19.26
Implied volatility 30.43%
Moneyness in-the-money
Leverage 11.7948
Delta 0.6123
Gamma 0.0138
Theta -0.0016
Rho 0.0017
Vega 0.0035
Fair value 0.10
Intrinsic value n.a.
Break-even 31.59
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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