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ZKB Put Warrant auf
Troy Ounce of Gold in USD

ISIN: CH1281033642 Security: 128103364 Symbol: XAUH0Z Life cycle
redeemed

Bid Price n.a.

Ask Price n.a.

Currency n.a.

Exchange SIX Structured Products

Volume n.a.

Volume n.a.

Date/time (delayed) n.a. n.a.

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 05.10.2023
Key Information Document DE 05.10.2023
Key Information Document EN 05.10.2023
Key Information Document FR 05.10.2023
Key Information Document IT 05.10.2023

Price data

  Bid Ask
Price n.a. n.a.
Volume n.a. n.a.
Date/time n.a. n.a. n.a. n.a.

Current data

Last price paid n.a.
Change -25.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time n.a. n.a.

Life cycle

Fixing25.06.2024
Settlement date12.10.2023
Last trading25.06.2024
Final fixing25.06.2024
Currency redemptionCHF

Performance

Perf. since issue -98.33%
Year to date (YTD) -82.35%
1 month n.a.
3 months -70.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.60
Underlying price on issue1'821.71
Premium0.22%
Premium p.a.11.42%
Leverage25.05
Implied volatility0.81

Reference data

ISIN CH1281033642
Symbol XAUH0Z
Security 128103364
Exchange SIX Structured Products
Currency CHF
Expiry 02.07.2024
Underlying Troy Ounce of Gold in USD, XD0002747026
Underlying ISIN XD0002747026
Strike 1'825.00
C/P type put
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 100
Value day 05.10.2023

Key figures

Premium 21.90%
Premium p.a. 1141.73%
Leverage 2'084.82
Implied volatility 81.13%
Moneyness out-of-the-money
Leverage 25.0521
Delta -0.0120
Gamma 0.0000
Theta -0.0044
Rho 0.0000
Vega 0.0009
Fair value 0.01
Intrinsic value n.a.
Break-even 1'823.88
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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