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ZKB Call Warrant auf
GBP/CHF

ISIN: CH1305148301 Security: 130514830 Symbol: GBP3AZ 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 14.06.2024 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 -50.00%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.05
Underlying price on issue1.13
Premium0.04%
Premium p.a.1.65%
Leverage32.41
Implied volatility0.33

Reference data

ISIN CH1305148301
Symbol GBP3AZ
Security 130514830
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying GBP/CHF, QT0002750013
Underlying ISIN QT0002750013
Strike 1.16
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 3.62%
Premium p.a. 164.93%
Leverage 112.92
Implied volatility 32.66%
Moneyness out-of-the-money
Leverage 32.4082
Delta 0.2542
Gamma 4.8660
Theta -0.0012
Rho 0.0001
Vega 0.0006
Fair value 0.01
Intrinsic value n.a.
Break-even 1.17
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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