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ZKB Put Warrant auf
Troy Ounce of Silver in USD

ISIN: CH1305149853 Security: 130514985 Symbol: XAG5UZ Life cycle
Secondary market

Bid Price 0.44

Ask Price 0.45

Currency CHF

Exchange SIX Structured Products

Volume 125'000.00

Volume 125'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 02.04.2024
Key Information Document DE 02.04.2024
Key Information Document EN 02.04.2024
Key Information Document FR 02.04.2024
Key Information Document IT 02.04.2024

Price data

  Bid Ask
Price 0.44 0.45
Volume 125'000.00 125'000.00
Date/time 23.05.24 17:15 23.05.24 17:15

Current data

Last price paid 0.44
Change +18.92% [ +0.07 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 23.05.2024 17:20

Life cycle

Fixing23.12.2024
Settlement date09.04.2024
Last trading23.12.2024
Final fixing23.12.2024
Currency redemptionCHF

Performance

Perf. since issue -65.77%
Year to date (YTD) n.a.
1 month -53.19%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price1.30
Underlying price on issue25.62
Premium0.14%
Premium p.a.0.23%
Leverage6.80
Implied volatility0.29

Reference data

ISIN CH1305149853
Symbol XAG5UZ
Security 130514985
Exchange SIX Structured Products
Currency CHF
Expiry 03.01.2025
Underlying Troy Ounce of Silver in USD, XC0009653103
Underlying ISIN XC0009653103
Strike 27.00
C/P type put
Subscription ratio 2.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 2
Value day 02.04.2024

Key figures

Premium 14.35%
Premium p.a. 23.28%
Leverage 31.21
Implied volatility 29.20%
Moneyness out-of-the-money
Leverage 6.7956
Delta -0.2178
Gamma 0.0231
Theta -0.0016
Rho -0.0214
Vega 0.0321
Fair value 0.45
Intrinsic value n.a.
Break-even 26.03
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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