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ZKB Put Warrant auf
Troy Ounce of Gold in USD

ISIN: CH1305149952 Security: 130514995 Symbol: XAU10Z Life cycle
Secondary market

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) 24.06.2024 02:57:52

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 0.005 0.015
Volume 1'000'000.00 250'000.00
Date/time 24.06.24 14:57 24.06.24 14:57

Current data

Last price paid 0.02
Change -50.00% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 20.06.2024 17:20

Life cycle

Fixing25.06.2024
Settlement date09.04.2024
Last trading25.06.2024
Final fixing25.06.2024
Currency redemptionCHF

Performance

Perf. since issue -98.25%
Year to date (YTD) n.a.
1 month -73.33%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.57
Underlying price on issue2'261.99
Premium0.02%
Premium p.a.1.03%
Leverage168.39
Implied volatility0.11

Reference data

ISIN CH1305149952
Symbol XAU10Z
Security 130514995
Exchange SIX Structured Products
Currency CHF
Expiry 02.07.2024
Underlying Troy Ounce of Gold in USD, XD0002747026
Underlying ISIN XD0002747026
Strike 2'275.00
C/P type put
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 100
Value day 02.04.2024

Key figures

Premium 2.26%
Premium p.a. 103.14%
Leverage 2'077.26
Implied volatility 10.76%
Moneyness out-of-the-money
Leverage 168.3870
Delta -0.0811
Gamma 0.0000
Theta -0.0024
Rho -0.0003
Vega 0.0040
Fair value 0.01
Intrinsic value n.a.
Break-even 2'273.88
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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