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ZKB Put Warrant auf
Troy Ounce of Gold in USD

ISIN: CH1305150539 Security: 130515053 Symbol: XAUIRZ Life cycle
redeemed

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) 25.06.2024 12:00:00

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 0.01 0.02
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 0.02
Change -69.23% [ -0.05 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 25.06.2024 12:05

Life cycle

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

Performance

Perf. since issue -97.83%
Year to date (YTD) n.a.
1 month -93.10%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.69
Underlying price on issue2'294.57
Premium0.00%
Premium p.a.0.26%
Leverage386.29
Implied volatility0.05

Reference data

ISIN CH1305150539
Symbol XAUIRZ
Security 130515053
Exchange SIX Structured Products
Currency CHF
Expiry 02.07.2024
Underlying Troy Ounce of Gold in USD, XD0002747026
Underlying ISIN XD0002747026
Strike 2'325.00
C/P type put
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 100
Value day 04.04.2024

Key figures

Premium 0.49%
Premium p.a. 25.53%
Leverage 1'389.74
Implied volatility 4.57%
Moneyness out-of-the-money
Leverage 386.2852
Delta -0.2780
Gamma 0.0002
Theta -0.0021
Rho -0.0008
Vega 0.0080
Fair value 0.02
Intrinsic value n.a.
Break-even 2'323.32
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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