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ZKB Call Warrant auf
Troy Ounce of Silver in USD

ISIN: CH1305151743 Security: 130515174 Symbol: XAG01Z 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 15.04.2024
Key Information Document DE 15.04.2024
Key Information Document EN 15.04.2024
Key Information Document FR 15.04.2024
Key Information Document IT 15.04.2024

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 -55.56% [ -0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 24.06.2024 17:20

Life cycle

Fixing25.06.2024
Settlement date22.04.2024
Last trading25.06.2024
Final fixing25.06.2024
Currency redemptionCHF

Performance

Perf. since issue -96.15%
Year to date (YTD) n.a.
1 month -95.74%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.39
Underlying price on issue28.26
Premium0.05%
Premium p.a.2.50%
Leverage73.93
Implied volatility0.23

Reference data

ISIN CH1305151743
Symbol XAG01Z
Security 130515174
Exchange SIX Structured Products
Currency CHF
Expiry 02.07.2024
Underlying Troy Ounce of Silver in USD, XC0009653103
Underlying ISIN XC0009653103
Strike 31.00
C/P type call
Subscription ratio 2.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 2
Value day 15.04.2024

Key figures

Premium 4.79%
Premium p.a. 249.64%
Leverage 881.34
Implied volatility 22.73%
Moneyness out-of-the-money
Leverage 73.9276
Delta 0.0839
Gamma 0.0903
Theta -0.0044
Rho 0.0002
Vega 0.0027
Fair value 0.02
Intrinsic value n.a.
Break-even 31.03
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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