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ZKB Call Warrant auf
USD/CHF

ISIN: CH1305150554 Security: 130515055 Symbol: USD7JZ Life cycle
Secondary market

Bid Price 0.26

Ask Price 0.27

Currency CHF

Exchange SIX Structured Products

Volume 200'000.00

Volume 200'000.00

Date/time (delayed) 17.05.2024 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 0.26 0.27
Volume 200'000.00 200'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.26
Change -3.70% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 15.05.2024 17:20

Life cycle

Fixing19.09.2025
Settlement date11.04.2024
Last trading19.09.2025
Final fixing19.09.2025
Currency redemptionCHF

Performance

Perf. since issue -5.36%
Year to date (YTD) n.a.
1 month -13.33%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.28
Underlying price on issue0.91
Premium0.25%
Premium p.a.0.18%
Leverage1.33
Implied volatility0.62

Reference data

ISIN CH1305150554
Symbol USD7JZ
Security 130515055
Exchange SIX Structured Products
Currency CHF
Expiry 26.09.2025
Underlying USD/CHF, XC0009652816
Underlying ISIN XC0009652816
Strike 0.87
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 25.01%
Premium p.a. 17.81%
Leverage 3.43
Implied volatility 61.52%
Moneyness in-the-money
Leverage 1.3303
Delta 0.4276
Gamma 0.2258
Theta -0.0003
Rho 0.0047
Vega 0.0038
Fair value 0.23
Intrinsic value n.a.
Break-even 1.14
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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