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ZKB Call Warrant auf
EUR/CHF

ISIN: CH1338506087 Security: 133850608 Symbol: EURI1Z Life cycle
Secondary market

Bid Price 0.14

Ask Price 0.15

Currency CHF

Exchange SIX Structured Products

Volume 375'000.00

Volume 375'000.00

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 0.14 0.15
Volume 375'000.00 375'000.00
Date/time 21.06.24 17:15 21.06.24 17:15

Current data

Last price paid 0.15
Change -6.25% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 18.06.2024 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 -44.23%
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 price0.26
Underlying price on issue0.99
Premium0.17%
Premium p.a.0.11%
Leverage2.72
Implied volatility0.33

Reference data

ISIN CH1338506087
Symbol EURI1Z
Security 133850608
Exchange SIX Structured Products
Currency CHF
Expiry 30.12.2025
Underlying EUR/CHF, EU0009654078
Underlying ISIN EU0009654078
Strike 0.97
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 16.70%
Premium p.a. 10.65%
Leverage 6.59
Implied volatility 32.71%
Moneyness out-of-the-money
Leverage 2.7198
Delta 0.4320
Gamma 0.6191
Theta -0.0002
Rho 0.0058
Vega 0.0046
Fair value 0.15
Intrinsic value n.a.
Break-even 1.12
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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