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ZKB Put Warrant auf
GBP/CHF

ISIN: CH1305144763 Security: 130514476 Symbol: GBP7WZ Life cycle
redeemed

Bid Price n.a.

Ask Price n.a.

Currency n.a.

Exchange SIX Structured Products

Volume n.a.

Volume n.a.

Date/time (delayed) n.a. n.a.

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 12.03.2024
Key Information Document DE 12.03.2024
Key Information Document EN 12.03.2024
Key Information Document FR 12.03.2024
Key Information Document IT 12.03.2024

Price data

  Bid Ask
Price n.a. n.a.
Volume n.a. n.a.
Date/time n.a. n.a. n.a. n.a.

Current data

Last price paid n.a.
Change -25.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time n.a. n.a.

Life cycle

Fixing21.06.2024
Settlement date19.03.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -92.86%
Year to date (YTD) n.a.
1 month -80.00%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.14
Underlying price on issue1.12
Premium0.03%
Premium p.a.1.57%
Leverage33.51
Implied volatility0.33

Reference data

ISIN CH1305144763
Symbol GBP7WZ
Security 130514476
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying GBP/CHF, QT0002750013
Underlying ISIN QT0002750013
Strike 1.10
C/P type put
Subscription ratio 0.10
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 0.1
Value day 12.03.2024

Key figures

Premium 3.45%
Premium p.a. 157.33%
Leverage 112.89
Implied volatility 32.57%
Moneyness out-of-the-money
Leverage 33.5054
Delta -0.2629
Gamma 11.7490
Theta -0.0011
Rho -0.0001
Vega 0.0006
Fair value 0.01
Intrinsic value n.a.
Break-even 1.09
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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