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ZKB Put Warrant auf
Troy Ounce of Silver in USD

ISIN: CH1305144995 Security: 130514499 Symbol: XAGJ8Z Life cycle
Secondary market

Bid Price 0.035

Ask Price 0.045

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 27.09.2024 04:13:59

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 14.03.2024
Key Information Document DE 14.03.2024
Key Information Document EN 14.03.2024
Key Information Document FR 14.03.2024
Key Information Document IT 14.03.2024

Price data

  Bid Ask
Price 0.035 0.045
Volume 1'000'000.00 250'000.00
Date/time 27.09.24 16:13 27.09.24 16:13

Current data

Last price paid 0.04
Change -11.11% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 24.09.2024 17:20

Life cycle

Fixing23.12.2024
Settlement date21.03.2024
Last trading23.12.2024
Final fixing23.12.2024
Currency redemptionCHF

Performance

Perf. since issue -92.55%
Year to date (YTD) n.a.
1 month -46.67%
3 months -60.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.47
Underlying price on issue25.02
Premium0.29%
Premium p.a.1.07%
Leverage12.13
Implied volatility0.38

Reference data

ISIN CH1305144995
Symbol XAGJ8Z
Security 130514499
Exchange SIX Structured Products
Currency CHF
Expiry 03.01.2025
Underlying Troy Ounce of Silver in USD, XC0009653103
Underlying ISIN XC0009653103
Strike 23.00
C/P type put
Subscription ratio 2.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 2
Value day 14.03.2024

Key figures

Premium 28.75%
Premium p.a. 107.06%
Leverage 386.74
Implied volatility 38.09%
Moneyness out-of-the-money
Leverage 12.1302
Delta -0.0314
Gamma 0.0066
Theta -0.0009
Rho -0.0012
Vega 0.0049
Fair value 0.04
Intrinsic value n.a.
Break-even 22.92
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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