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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

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

ISIN CH1305148178
Symbol USDYVZ
Security 130514817
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying USD/CHF, XC0009652816
Underlying ISIN XC0009652816
Strike 0.92
C/P type call
Subscription ratio 0.10
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 0.1
Value day 22.03.2024

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.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

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