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ZKB Put Warrant auf
Troy Ounce of Silver in USD

ISIN: CH1305138187 Security: 130513818 Symbol: XAGNNZ Life cycle
Secondary market

Bid Price 0.01

Ask Price 0.02

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 21.02.2024
Key Information Document DE 21.02.2024
Key Information Document EN 21.02.2024
Key Information Document FR 21.02.2024
Key Information Document IT 21.02.2024

Price data

  Bid Ask
Price 0.01 0.02
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 0.015
Change -25.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 27.05.2024 17:20

Life cycle

Fixing25.06.2024
Settlement date28.02.2024
Last trading25.06.2024
Final fixing25.06.2024
Currency redemptionCHF

Performance

Perf. since issue -96.51%
Year to date (YTD) n.a.
1 month -62.50%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.43
Underlying price on issue23.08
Premium0.26%
Premium p.a.2.96%
Leverage17.25
Implied volatility0.51

Reference data

ISIN CH1305138187
Symbol XAGNNZ
Security 130513818
Exchange SIX Structured Products
Currency CHF
Expiry 02.07.2024
Underlying Troy Ounce of Silver in USD, XC0009653103
Underlying ISIN XC0009653103
Strike 22.50
C/P type put
Subscription ratio 2.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 2
Value day 21.02.2024

Key figures

Premium 25.96%
Premium p.a. 296.13%
Leverage 913.48
Implied volatility 51.22%
Moneyness out-of-the-money
Leverage 17.2547
Delta -0.0189
Gamma 0.0055
Theta -0.0014
Rho -0.0002
Vega 0.0019
Fair value 0.02
Intrinsic value n.a.
Break-even 22.47
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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