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ZKB Call Warrant auf
Troy Ounce of Silver in USD

ISIN: CH1305150356 Security: 130515035 Symbol: XAGFHZ 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) 24.09.2024 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 0.005 0.015
Volume 1'000'000.00 250'000.00
Date/time 24.09.24 12:00 24.09.24 12:00

Current data

Last price paid 0.015
Change -70.00% [ -0.04 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 23.09.2024 17:20

Life cycle

Fixing24.09.2024
Settlement date11.04.2024
Last trading24.09.2024
Final fixing24.09.2024
Currency redemptionCHF

Performance

Perf. since issue -97.83%
Year to date (YTD) n.a.
1 month -93.48%
3 months -97.37%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.46
Underlying price on issue27.04
Premium0.04%
Premium p.a.1.85%
Leverage106.84
Implied volatility0.17

Reference data

ISIN CH1305150356
Symbol XAGFHZ
Security 130515035
Exchange SIX Structured Products
Currency CHF
Expiry 01.10.2024
Underlying Troy Ounce of Silver in USD, XC0009653103
Underlying ISIN XC0009653103
Strike 32.00
C/P type call
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 3.54%
Premium p.a. 184.53%
Leverage 1'311.59
Implied volatility 16.51%
Moneyness out-of-the-money
Leverage 106.8385
Delta 0.0815
Gamma 0.1200
Theta -0.0030
Rho 0.0002
Vega 0.0026
Fair value 0.01
Intrinsic value n.a.
Break-even 32.02
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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