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ZKB Put Warrant auf
USD/CHF

ISIN: CH1305152535 Security: 130515253 Symbol: USDRNZ Life cycle
Secondary market

Bid Price 0.26

Ask Price 0.27

Currency CHF

Exchange SIX Structured Products

Volume 200'000.00

Volume 200'000.00

Date/time (delayed) 17.05.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 24.04.2024
Key Information Document DE 24.04.2024
Key Information Document EN 24.04.2024
Key Information Document FR 24.04.2024
Key Information Document IT 24.04.2024

Price data

  Bid Ask
Price 0.26 0.27
Volume 200'000.00 200'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.27
Change -3.57% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 17:20

Life cycle

Fixing21.03.2025
Settlement date02.05.2024
Last trading21.03.2025
Final fixing21.03.2025
Currency redemptionCHF

Performance

Perf. since issue -1.85%
Year to date (YTD) n.a.
1 month n.a.
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.27
Underlying price on issue0.91
Premium0.32%
Premium p.a.0.37%
Leverage2.02
Implied volatility0.88

Reference data

ISIN CH1305152535
Symbol USDRNZ
Security 130515253
Exchange SIX Structured Products
Currency CHF
Expiry 28.03.2025
Underlying USD/CHF, XC0009652816
Underlying ISIN XC0009652816
Strike 0.88
C/P type put
Subscription ratio 0.10
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 0.1
Value day 24.04.2024

Key figures

Premium 32.27%
Premium p.a. 37.39%
Leverage 3.43
Implied volatility 87.63%
Moneyness out-of-the-money
Leverage 2.0162
Delta -0.6481
Gamma 0.1564
Theta -0.0004
Rho -0.0050
Vega 0.0030
Fair value 0.27
Intrinsic value n.a.
Break-even 0.62
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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