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ZKB Put Warrant auf
Troy Ounce of Silver in USD

ISIN: CH1305150430 Security: 130515043 Symbol: XAGYLZ Life cycle
Secondary market

Bid Price 0.04

Ask Price 0.05

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 31.05.2024 05:15:00

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 0.04 0.05
Volume 1'000'000.00 250'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.04
Change +33.33% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing25.06.2024
Settlement date11.04.2024
Last trading25.06.2024
Final fixing25.06.2024
Currency redemptionCHF

Performance

Perf. since issue -93.08%
Year to date (YTD) n.a.
1 month -93.85%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.65
Underlying price on issue27.05
Premium0.12%
Premium p.a.1.36%
Leverage23.39
Implied volatility0.31

Reference data

ISIN CH1305150430
Symbol XAGYLZ
Security 130515043
Exchange SIX Structured Products
Currency CHF
Expiry 02.07.2024
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 04.04.2024

Key figures

Premium 11.93%
Premium p.a. 136.07%
Leverage 306.49
Implied volatility 31.16%
Moneyness out-of-the-money
Leverage 23.3942
Delta -0.0763
Gamma 0.0281
Theta -0.0027
Rho -0.0010
Vega 0.0058
Fair value 0.05
Intrinsic value n.a.
Break-even 26.90
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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