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ZKB Put Warrant auf
Troy Ounce of Silver in USD

ISIN: CH1305131174 Security: 130513117 Symbol: XAG5MZ Life cycle
Secondary market

Bid Price 0.025

Ask Price 0.035

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 31.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 22.01.2024
Key Information Document DE 22.01.2024
Key Information Document EN 22.01.2024
Key Information Document FR 22.01.2024
Key Information Document IT 22.01.2024

Price data

  Bid Ask
Price 0.025 0.035
Volume 1'000'000.00 250'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.03
Change -14.29% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 27.05.2024 17:20

Life cycle

Fixing24.09.2024
Settlement date29.01.2024
Last trading24.09.2024
Final fixing24.09.2024
Currency redemptionCHF

Performance

Perf. since issue -94.00%
Year to date (YTD) n.a.
1 month -64.71%
3 months -91.43%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.50
Underlying price on issue22.14
Premium0.31%
Premium p.a.0.92%
Leverage11.72
Implied volatility0.36

Reference data

ISIN CH1305131174
Symbol XAG5MZ
Security 130513117
Exchange SIX Structured Products
Currency CHF
Expiry 01.10.2024
Underlying Troy Ounce of Silver in USD, XC0009653103
Underlying ISIN XC0009653103
Strike 21.00
C/P type put
Subscription ratio 2.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 2
Value day 22.01.2024

Key figures

Premium 30.98%
Premium p.a. 91.93%
Leverage 456.49
Implied volatility 36.05%
Moneyness out-of-the-money
Leverage 11.7250
Delta -0.0257
Gamma 0.0052
Theta -0.0006
Rho -0.0013
Vega 0.0047
Fair value 0.03
Intrinsic value n.a.
Break-even 20.93
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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