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ZKB Put Warrant auf
USD/CHF

ISIN: CH1305128923 Security: 130512892 Symbol: USDPYZ Life cycle
Secondary market

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) 17.05.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 29.12.2023
Key Information Document DE 29.12.2023
Key Information Document EN 29.12.2023
Key Information Document FR 29.12.2023
Key Information Document IT 29.12.2023

Price data

  Bid Ask
Price 0.005 0.015
Volume 1'000'000.00 250'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.015
Change -25.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 21.03.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date09.01.2024
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -87.50%
Year to date (YTD) n.a.
1 month n.a.
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.08
Underlying price on issue0.84
Premium0.16%
Premium p.a.0.45%
Leverage12.69
Implied volatility0.26

Reference data

ISIN CH1305128923
Symbol USDPYZ
Security 130512892
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying USD/CHF, XC0009652816
Underlying ISIN XC0009652816
Strike 0.77
C/P type put
Subscription ratio 0.10
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 0.1
Value day 29.12.2023

Key figures

Premium 16.30%
Premium p.a. 44.73%
Leverage 90.80
Implied volatility 26.13%
Moneyness out-of-the-money
Leverage 12.6927
Delta -0.1540
Gamma 4.6027
Theta -0.0001
Rho -0.0005
Vega 0.0012
Fair value 0.01
Intrinsic value n.a.
Break-even 0.76
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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