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ZKB Call Warrant auf
Troy Ounce of Gold in USD

ISIN: CH1305150067 Security: 130515006 Symbol: XAUHAZ 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) 25.06.2024 12:00:00

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 0.005 0.015
Volume 1'000'000.00 250'000.00
Date/time 25.06.24 12:00 25.06.24 12:00

Current data

Last price paid 0.015
Change -62.50% [ -0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 25.06.2024 12:05

Life cycle

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

Performance

Perf. since issue -97.30%
Year to date (YTD) n.a.
1 month -96.05%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.37
Underlying price on issue2'262.13
Premium0.01%
Premium p.a.0.36%
Leverage553.55
Implied volatility0.04

Reference data

ISIN CH1305150067
Symbol XAUHAZ
Security 130515006
Exchange SIX Structured Products
Currency CHF
Expiry 02.07.2024
Underlying Troy Ounce of Gold in USD, XD0002747026
Underlying ISIN XD0002747026
Strike 2'350.00
C/P type call
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 0.68%
Premium p.a. 35.55%
Leverage 2'084.82
Implied volatility 3.91%
Moneyness out-of-the-money
Leverage 553.5451
Delta 0.2655
Gamma 0.0002
Theta -0.0025
Rho 0.0007
Vega 0.0071
Fair value 0.01
Intrinsic value n.a.
Break-even 2'351.12
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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