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ZKB Call Warrant auf
USD/CHF

ISIN: CH1305151776 Security: 130515177 Symbol: USDKTZ Life cycle
Secondary market

Bid Price 0.035

Ask Price 0.045

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 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 0.035 0.045
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 0.045
Change -40.00% [ -0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 30.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date22.04.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -63.64%
Year to date (YTD) n.a.
1 month -59.09%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.11
Underlying price on issue0.91
Premium0.05%
Premium p.a.0.67%
Leverage10.38
Implied volatility0.43

Reference data

ISIN CH1305151776
Symbol USDKTZ
Security 130515177
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying USD/CHF, XC0009652816
Underlying ISIN XC0009652816
Strike 0.91
C/P type call
Subscription ratio 0.10
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 0.1
Value day 15.04.2024

Key figures

Premium 5.14%
Premium p.a. 67.06%
Leverage 22.59
Implied volatility 43.15%
Moneyness out-of-the-money
Leverage 10.3776
Delta 0.5085
Gamma 3.7063
Theta -0.0008
Rho 0.0003
Vega 0.0010
Fair value 0.04
Intrinsic value n.a.
Break-even 0.95
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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