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ZKB Put Warrant auf
USD/CHF

ISIN: CH1338506244 Security: 133850624 Symbol: USDR6Z Life cycle
Secondary market

Bid Price 0.49

Ask Price 0.50

Currency CHF

Exchange SIX Structured Products

Volume 125'000.00

Volume 125'000.00

Date/time (delayed) 21.06.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 24.05.2024
Key Information Document DE 24.05.2024
Key Information Document EN 24.05.2024
Key Information Document FR 24.05.2024
Key Information Document IT 24.05.2024

Price data

  Bid Ask
Price 0.49 0.50
Volume 125'000.00 125'000.00
Date/time 21.06.24 17:15 21.06.24 17:15

Current data

Last price paid 0.50
Change -1.96% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 21.06.2024 17:20

Life cycle

Fixing19.12.2025
Settlement date31.05.2024
Last trading19.12.2025
Final fixing19.12.2025
Currency redemptionCHF

Performance

Perf. since issue +26.92%
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 price0.39
Underlying price on issue0.92
Premium0.58%
Premium p.a.0.35%
Leverage1.26
Implied volatility1.31

Reference data

ISIN CH1338506244
Symbol USDR6Z
Security 133850624
Exchange SIX Structured Products
Currency CHF
Expiry 30.12.2025
Underlying USD/CHF, XC0009652816
Underlying ISIN XC0009652816
Strike 0.87
C/P type put
Subscription ratio 0.10
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 0.1
Value day 24.05.2024

Key figures

Premium 58.03%
Premium p.a. 34.97%
Leverage 1.81
Implied volatility 131.22%
Moneyness out-of-the-money
Leverage 1.2570
Delta -0.7793
Gamma 0.0083
Theta -0.0003
Rho -0.0106
Vega 0.0031
Fair value 0.50
Intrinsic value n.a.
Break-even 0.38
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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