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ZKB Put Warrant auf
Troy Ounce of Gold in USD

ISIN: CH1305149283 Security: 130514928 Symbol: XAUP5Z Life cycle
Secondary market

Bid Price 0.14

Ask Price 0.15

Currency CHF

Exchange SIX Structured Products

Volume 375'000.00

Volume 375'000.00

Date/time (delayed) 23.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 26.03.2024
Key Information Document DE 26.03.2024
Key Information Document EN 26.03.2024
Key Information Document FR 26.03.2024
Key Information Document IT 26.03.2024

Price data

  Bid Ask
Price 0.14 0.15
Volume 375'000.00 375'000.00
Date/time 23.05.24 17:15 23.05.24 17:15

Current data

Last price paid 0.14
Change +27.27% [ +0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 23.05.2024 17:20

Life cycle

Fixing24.09.2024
Settlement date04.04.2024
Last trading24.09.2024
Final fixing24.09.2024
Currency redemptionCHF

Performance

Perf. since issue -69.79%
Year to date (YTD) n.a.
1 month -39.13%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.48
Underlying price on issue2'183.78
Premium0.08%
Premium p.a.0.22%
Leverage20.90
Implied volatility0.15

Reference data

ISIN CH1305149283
Symbol XAUP5Z
Security 130514928
Exchange SIX Structured Products
Currency CHF
Expiry 01.10.2024
Underlying Troy Ounce of Gold in USD, XD0002747026
Underlying ISIN XD0002747026
Strike 2'175.00
C/P type put
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 100
Value day 26.03.2024

Key figures

Premium 7.77%
Premium p.a. 21.65%
Leverage 147.59
Implied volatility 15.09%
Moneyness out-of-the-money
Leverage 20.8952
Delta -0.1416
Gamma 0.0000
Theta -0.0012
Rho -0.0114
Vega 0.0286
Fair value 0.15
Intrinsic value n.a.
Break-even 2'159.14
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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