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ZKB Call Warrant auf
EUR/CHF

ISIN: CH1338506103 Security: 133850610 Symbol: EUR1OZ Life cycle
Secondary market

Bid Price 0.10

Ask Price 0.11

Currency CHF

Exchange SIX Structured Products

Volume 500'000.00

Volume 500'000.00

Date/time (delayed) 05.07.2024 05:15:00

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 0.10 0.11
Volume 500'000.00 500'000.00
Date/time 05.07.24 17:15 05.07.24 17:15

Current data

Last price paid 0.10
Change +11.11% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 01.07.2024 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 -34.38%
Year to date (YTD) n.a.
1 month -23.08%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.16
Underlying price on issue0.99
Premium0.14%
Premium p.a.0.09%
Leverage3.81
Implied volatility0.25

Reference data

ISIN CH1338506103
Symbol EUR1OZ
Security 133850610
Exchange SIX Structured Products
Currency CHF
Expiry 30.12.2025
Underlying EUR/CHF, EU0009654078
Underlying ISIN EU0009654078
Strike 1.00
C/P type call
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 13.71%
Premium p.a. 9.02%
Leverage 9.26
Implied volatility 25.12%
Moneyness out-of-the-money
Leverage 3.8111
Delta 0.4237
Gamma 0.9124
Theta -0.0001
Rho 0.0057
Vega 0.0047
Fair value 0.11
Intrinsic value n.a.
Break-even 1.11
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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