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ZKB Put Warrant auf
Troy Ounce of Silver in USD

ISIN: CH1305153087 Security: 130515308 Symbol: XAG25Z Life cycle
Secondary market

Bid Price 0.02

Ask Price 0.03

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 29.05.2024 10:49:27

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 0.02 0.03
Volume 1'000'000.00 250'000.00
Date/time 29.05.24 10:49 29.05.24 10:49

Current data

Last price paid 0.025
Change -16.67% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 28.05.2024 17:20

Life cycle

Fixing25.06.2024
Settlement date02.05.2024
Last trading25.06.2024
Final fixing25.06.2024
Currency redemptionCHF

Performance

Perf. since issue -94.32%
Year to date (YTD) n.a.
1 month -93.42%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.44
Underlying price on issue27.11
Premium0.17%
Premium p.a.1.86%
Leverage21.69
Implied volatility0.37

Reference data

ISIN CH1305153087
Symbol XAG25Z
Security 130515308
Exchange SIX Structured Products
Currency CHF
Expiry 02.07.2024
Underlying Troy Ounce of Silver in USD, XC0009653103
Underlying ISIN XC0009653103
Strike 26.50
C/P type put
Subscription ratio 2.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 2
Value day 24.04.2024

Key figures

Premium 17.33%
Premium p.a. 186.05%
Leverage 583.85
Implied volatility 36.56%
Moneyness out-of-the-money
Leverage 21.6892
Delta -0.0371
Gamma 0.0124
Theta -0.0018
Rho -0.0005
Vega 0.0036
Fair value 0.03
Intrinsic value n.a.
Break-even 26.45
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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