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ZKB Call Warrant auf
USD/CHF

ISIN: CH1305128766 Security: 130512876 Symbol: USDYZZ Life cycle
Secondary market

Bid Price 0.68

Ask Price 0.69

Currency CHF

Exchange SIX Structured Products

Volume 75'000.00

Volume 75'000.00

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 0.68 0.69
Volume 75'000.00 75'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.68
Change +3.03% [ +0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date09.01.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue +174.00%
Year to date (YTD) n.a.
1 month -5.56%
3 months +47.83%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.25
Underlying price on issue0.84
Premium0.66%
Premium p.a.1.05%
Leverage0.25
Implied volatility2.91

Reference data

ISIN CH1305128766
Symbol USDYZZ
Security 130512876
Exchange SIX Structured Products
Currency CHF
Expiry 31.12.2024
Underlying USD/CHF, XC0009652816
Underlying ISIN XC0009652816
Strike 0.82
C/P type call
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 65.86%
Premium p.a. 105.44%
Leverage 1.32
Implied volatility 291.17%
Moneyness in-the-money
Leverage 0.2517
Delta 0.2094
Gamma 0.0390
Theta -0.0009
Rho 0.0008
Vega 0.0014
Fair value 0.60
Intrinsic value n.a.
Break-even 1.51
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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