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ZKB Put Warrant auf
EUR/CHF

ISIN: CH1305136967 Security: 130513696 Symbol: EURDBZ Life cycle
Secondary market

Bid Price 0.15

Ask Price 0.16

Currency CHF

Exchange SIX Structured Products

Volume 350'000.00

Volume 350'000.00

Date/time (delayed) 30.07.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 12.02.2024
Key Information Document DE 12.02.2024
Key Information Document EN 12.02.2024
Key Information Document FR 12.02.2024
Key Information Document IT 12.02.2024

Price data

  Bid Ask
Price 0.15 0.16
Volume 350'000.00 350'000.00
Date/time 30.07.24 17:15 30.07.24 17:15

Current data

Last price paid 0.15
Change +7.14% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 25.07.2024 17:20

Life cycle

Fixing19.09.2025
Settlement date19.02.2024
Last trading19.09.2025
Final fixing19.09.2025
Currency redemptionCHF

Performance

Perf. since issue -38.00%
Year to date (YTD) n.a.
1 month -21.05%
3 months 0.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.25
Underlying price on issue0.94
Premium0.22%
Premium p.a.0.19%
Leverage3.13
Implied volatility0.47

Reference data

ISIN CH1305136967
Symbol EURDBZ
Security 130513696
Exchange SIX Structured Products
Currency CHF
Expiry 26.09.2025
Underlying EUR/CHF, EU0009654078
Underlying ISIN EU0009654078
Strike 0.90
C/P type put
Subscription ratio 0.10
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 0.1
Value day 12.02.2024

Key figures

Premium 22.14%
Premium p.a. 18.84%
Leverage 6.17
Implied volatility 46.51%
Moneyness out-of-the-money
Leverage 3.1260
Delta -0.5292
Gamma 0.4784
Theta -0.0002
Rho -0.0061
Vega 0.0038
Fair value 0.16
Intrinsic value n.a.
Break-even 0.75
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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