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ZKB Call Warrant auf
USD/CHF

ISIN: CH1305148178 Security: 130514817 Symbol: USDYVZ Life cycle
Secondary market

Bid Price 0.04

Ask Price 0.05

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 24.05.2024 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 0.04 0.05
Volume 1'000'000.00 250'000.00
Date/time 24.05.24 17:15 24.05.24 17:15

Current data

Last price paid 0.045
Change +28.57% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 22.05.2024 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 -10.00%
Year to date (YTD) n.a.
1 month -30.77%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.05
Underlying price on issue0.90
Premium0.06%
Premium p.a.0.57%
Leverage9.40
Implied volatility0.42

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 5.51%
Premium p.a. 57.49%
Leverage 20.32
Implied volatility 42.14%
Moneyness out-of-the-money
Leverage 9.3951
Delta 0.5054
Gamma 3.3255
Theta -0.0007
Rho 0.0004
Vega 0.0011
Fair value 0.05
Intrinsic value n.a.
Break-even 0.97
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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