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ZKB Put Warrant auf
USD/CHF

ISIN: CH1281052485 Security: 128105248 Symbol: USDARZ 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) 24.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 18.12.2023
Key Information Document DE 18.12.2023
Key Information Document EN 18.12.2023
Key Information Document FR 18.12.2023
Key Information Document IT 18.12.2023

Price data

  Bid Ask
Price 0.015 0.025
Volume 1'000'000.00 250'000.00
Date/time 24.05.24 17:15 24.05.24 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 30.04.2024 17:20

Life cycle

Fixing21.03.2025
Settlement date27.12.2023
Last trading21.03.2025
Final fixing21.03.2025
Currency redemptionCHF

Performance

Perf. since issue -77.78%
Year to date (YTD) -82.14%
1 month n.a.
3 months -70.59%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.09
Underlying price on issue0.87
Premium0.19%
Premium p.a.0.23%
Leverage8.60
Implied volatility0.24

Reference data

ISIN CH1281052485
Symbol USDARZ
Security 128105248
Exchange SIX Structured Products
Currency CHF
Expiry 28.03.2025
Underlying USD/CHF, XC0009652816
Underlying ISIN XC0009652816
Strike 0.76
C/P type put
Subscription ratio 0.10
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 0.1
Value day 18.12.2023

Key figures

Premium 19.06%
Premium p.a. 22.58%
Leverage 45.71
Implied volatility 23.86%
Moneyness out-of-the-money
Leverage 8.5988
Delta -0.2058
Gamma 2.7919
Theta -0.0001
Rho -0.0018
Vega 0.0021
Fair value 0.02
Intrinsic value n.a.
Break-even 0.74
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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