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ZKB Call Warrant auf
Troy Ounce of Gold in USD

ISIN: CH1305142940 Security: 130514294 Symbol: XAU1JZ Life cycle
Secondary market

Bid Price 1.08

Ask Price 1.09

Currency CHF

Exchange SIX Structured Products

Volume 50'000.00

Volume 50'000.00

Date/time (delayed) 31.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 05.03.2024
Key Information Document DE 05.03.2024
Key Information Document EN 05.03.2024
Key Information Document FR 05.03.2024
Key Information Document IT 05.03.2024

Price data

  Bid Ask
Price 1.08 1.09
Volume 50'000.00 50'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 1.09
Change -6.84% [ -0.08 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing25.06.2024
Settlement date12.03.2024
Last trading25.06.2024
Final fixing25.06.2024
Currency redemptionCHF

Performance

Perf. since issue +219.12%
Year to date (YTD) n.a.
1 month +11.22%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.34
Underlying price on issue2'125.79
Premium0.01%
Premium p.a.0.07%
Leverage17.77
Implied volatility0.13

Reference data

ISIN CH1305142940
Symbol XAU1JZ
Security 130514294
Exchange SIX Structured Products
Currency CHF
Expiry 02.07.2024
Underlying Troy Ounce of Gold in USD, XD0002747026
Underlying ISIN XD0002747026
Strike 2'225.00
C/P type call
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 100
Value day 05.03.2024

Key figures

Premium 0.58%
Premium p.a. 6.65%
Leverage 19.41
Implied volatility 12.62%
Moneyness in-the-money
Leverage 17.7744
Delta 0.9158
Gamma 0.0000
Theta -0.0045
Rho 0.0160
Vega 0.0094
Fair value 0.12
Intrinsic value n.a.
Break-even 2'345.13
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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