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ZKB Put Warrant auf
USD/CHF

ISIN: CH1305138294 Security: 130513829 Symbol: USDDNZ Life cycle
Secondary market

Bid Price 0.04

Ask Price 0.05

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 26.06.2024 10:09:13

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 0.04 0.05
Volume 1'000'000.00 250'000.00
Date/time 26.06.24 10:09 26.06.24 10:04

Current data

Last price paid 0.055
Change -8.33% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 25.06.2024 17:20

Life cycle

Performance

Perf. since issue -78.57%
Year to date (YTD) n.a.
1 month +37.50%
3 months -45.00%
1 year n.a.
3 years n.a.

Key figures on issue

Reference data

ISIN CH1305138294
Symbol USDDNZ
Security 130513829
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying USD/CHF, XC0009652816
Underlying ISIN XC0009652816
Strike 0.86
C/P type put
Subscription ratio 0.10
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 0.1
Value day 21.02.2024

Key figures

Premium 9.05%
Premium p.a. 35.52%
Leverage 19.91
Implied volatility 34.85%
Moneyness out-of-the-money
Leverage 8.3131
Delta -0.4659
Gamma 2.8714
Theta -0.0003
Rho -0.0010
Vega 0.0017
Fair value 0.05
Intrinsic value n.a.
Break-even 0.82
SSPA value at risk n.a.
SSPA risk rating n.a.

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