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ZKB Put Warrant auf
USD/CHF

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

Bid Price 0.03

Ask Price 0.04

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 24.05.2024 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 0.03 0.04
Volume 1'000'000.00 250'000.00
Date/time 24.05.24 17:15 24.05.24 17:15

Current data

Last price paid 0.04
Change -20.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 22.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date28.02.2024
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -83.33%
Year to date (YTD) n.a.
1 month n.a.
3 months -80.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.21
Underlying price on issue0.88
Premium0.10%
Premium p.a.0.28%
Leverage9.37
Implied volatility0.28

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 9.75%
Premium p.a. 28.24%
Leverage 26.12
Implied volatility 28.08%
Moneyness out-of-the-money
Leverage 9.3699
Delta -0.3925
Gamma 3.2855
Theta -0.0002
Rho -0.0012
Vega 0.0019
Fair value 0.04
Intrinsic value n.a.
Break-even 0.83
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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