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ZKB Call Warrant auf
Troy Ounce of Gold in USD

ISIN: CH1305149341 Security: 130514934 Symbol: XAUX3Z Life cycle
redeemed

Bid Price n.a.

Ask Price n.a.

Currency n.a.

Exchange SIX Structured Products

Volume n.a.

Volume n.a.

Date/time (delayed) n.a. n.a.

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 n.a. n.a.
Volume n.a. n.a.
Date/time n.a. n.a. n.a. n.a.

Current data

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

Life cycle

Fixing25.06.2024
Settlement date04.04.2024
Last trading25.06.2024
Final fixing25.06.2024
Currency redemptionCHF

Performance

Perf. since issue -92.31%
Year to date (YTD) n.a.
1 month -94.83%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.13
Underlying price on issue2'184.04
Premium0.02%
Premium p.a.0.91%
Leverage238.28
Implied volatility0.08

Reference data

ISIN CH1305149341
Symbol XAUX3Z
Security 130514934
Exchange SIX Structured Products
Currency CHF
Expiry 02.07.2024
Underlying Troy Ounce of Gold in USD, XD0002747026
Underlying ISIN XD0002747026
Strike 2'375.00
C/P type call
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 1.75%
Premium p.a. 91.10%
Leverage 2'085.00
Implied volatility 8.43%
Moneyness out-of-the-money
Leverage 238.2818
Delta 0.1143
Gamma 0.0001
Theta -0.0029
Rho 0.0004
Vega 0.0046
Fair value 0.01
Intrinsic value n.a.
Break-even 2'376.12
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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