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ZKB Call Warrant auf
USD/CHF

ISIN: CH1338506046 Security: 133850604 Symbol: USDDZZ Life cycle
Secondary market

Bid Price 0.15

Ask Price 0.16

Currency CHF

Exchange SIX Structured Products

Volume 350'000.00

Volume 350'000.00

Date/time (delayed) 27.06.2024 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 0.15 0.16
Volume 350'000.00 350'000.00
Date/time 27.06.24 17:15 27.06.24 17:15

Current data

Last price paid 0.15
Change +7.14% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 26.06.2024 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 -18.42%
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 price0.19
Underlying price on issue0.92
Premium0.18%
Premium p.a.0.11%
Leverage2.45
Implied volatility0.36

Reference data

ISIN CH1338506046
Symbol USDDZZ
Security 133850604
Exchange SIX Structured Products
Currency CHF
Expiry 30.12.2025
Underlying USD/CHF, XC0009652816
Underlying ISIN XC0009652816
Strike 0.90
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 17.53%
Premium p.a. 11.30%
Leverage 5.79
Implied volatility 36.22%
Moneyness out-of-the-money
Leverage 2.4497
Delta 0.4713
Gamma 0.6011
Theta -0.0002
Rho 0.0055
Vega 0.0042
Fair value 0.16
Intrinsic value n.a.
Break-even 1.06
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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