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ZKB Call Warrant auf
GBP/CHF

ISIN: CH1305134376 Security: 130513437 Symbol: GBPLJZ 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 30.01.2024
Key Information Document DE 30.01.2024
Key Information Document EN 30.01.2024
Key Information Document FR 30.01.2024
Key Information Document IT 30.01.2024

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 +29.41% [ +0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time n.a. n.a.

Life cycle

Fixing21.06.2024
Settlement date06.02.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +64.29%
Year to date (YTD) n.a.
1 month -64.52%
3 months -35.29%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.07
Underlying price on issue1.09
Premium0.09%
Premium p.a.4.28%
Leverage4.39
Implied volatility1.67

Reference data

ISIN CH1305134376
Symbol GBPLJZ
Security 130513437
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying GBP/CHF, QT0002750013
Underlying ISIN QT0002750013
Strike 1.12
C/P type call
Subscription ratio 0.10
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 0.1
Value day 30.01.2024

Key figures

Premium 9.38%
Premium p.a. 427.92%
Leverage 9.82
Implied volatility 166.68%
Moneyness in-the-money
Leverage 4.3875
Delta 0.3958
Gamma 1.1228
Theta -0.0069
Rho 0.0001
Vega 0.0007
Fair value 0.11
Intrinsic value n.a.
Break-even 1.24
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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