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ZKB Call Warrant auf
USD/CHF

ISIN: CH1305150562 Security: 130515056 Symbol: USDL3Z Life cycle
Secondary market

Bid Price 0.01

Ask Price 0.02

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 18.09.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 04.04.2024
Key Information Document DE 04.04.2024
Key Information Document EN 04.04.2024
Key Information Document FR 04.04.2024
Key Information Document IT 04.04.2024

Price data

  Bid Ask
Price 0.01 0.02
Volume 1'000'000.00 250'000.00
Date/time 18.09.24 17:15 18.09.24 17:15

Current data

Last price paid 0.02
Change -20.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 21.08.2024 17:20

Life cycle

Fixing21.03.2025
Settlement date11.04.2024
Last trading21.03.2025
Final fixing21.03.2025
Currency redemptionCHF

Performance

Perf. since issue -81.25%
Year to date (YTD) n.a.
1 month -50.00%
3 months -71.43%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.08
Underlying price on issue0.91
Premium0.13%
Premium p.a.0.25%
Leverage12.53
Implied volatility0.19

Reference data

ISIN CH1305150562
Symbol USDL3Z
Security 130515056
Exchange SIX Structured Products
Currency CHF
Expiry 28.03.2025
Underlying USD/CHF, XC0009652816
Underlying ISIN XC0009652816
Strike 0.94
C/P type call
Subscription ratio 0.10
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 0.1
Value day 04.04.2024

Key figures

Premium 12.90%
Premium p.a. 24.65%
Leverage 56.39
Implied volatility 18.75%
Moneyness out-of-the-money
Leverage 12.5341
Delta 0.2628
Gamma 1.6230
Theta -0.0001
Rho 0.0009
Vega 0.0019
Fair value 0.02
Intrinsic value n.a.
Break-even 0.96
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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