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ZKB Call Warrant auf
USD/CHF

ISIN: CH1305148178 Security: 130514817 Symbol: USDYVZ Life cycle
redeemed

Bid Price 0.005

Ask Price 0.015

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 20.06.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 22.03.2024
Key Information Document DE 22.03.2024
Key Information Document EN 22.03.2024
Key Information Document FR 22.03.2024
Key Information Document IT 22.03.2024

Price data

  Bid Ask
Price 0.005 0.015
Volume 1'000'000.00 250'000.00
Date/time 20.06.24 17:15 20.06.24 17:15

Current data

Last price paid 0.015
Change -25.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 04.06.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date02.04.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -80.00%
Year to date (YTD) n.a.
1 month -66.67%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.05
Underlying price on issue0.90
Premium0.04%
Premium p.a.2.00%
Leverage26.27
Implied volatility0.40

Reference data

Key figures

Premium 4.39%
Premium p.a. 200.19%
Leverage 89.09
Implied volatility 40.19%
Moneyness out-of-the-money
Leverage 26.2680
Delta 0.3309
Gamma 5.1610
Theta -0.0012
Rho 0.0001
Vega 0.0005
Fair value 0.01
Intrinsic value n.a.
Break-even 0.93
SSPA value at risk n.a.
SSPA risk rating n.a.

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