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ZKB Put Warrant auf
USD/CHF

ISIN: CH1338506137 Security: 133850613 Symbol: USDENZ Life cycle
Secondary market

Bid Price 0.18

Ask Price 0.19

Currency CHF

Exchange SIX Structured Products

Volume 300'000.00

Volume 300'000.00

Date/time (delayed) 20.06.2024 01:30:28

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 0.18 0.19
Volume 300'000.00 300'000.00
Date/time 20.06.24 13:30 20.06.24 13:30

Current data

Last price paid 0.19
Change +5.56% [ +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 +42.31%
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 price0.13
Underlying price on issue0.92
Premium0.31%
Premium p.a.0.19%
Leverage2.35
Implied volatility0.56

Reference data

ISIN CH1338506137
Symbol USDENZ
Security 133850613
Exchange SIX Structured Products
Currency CHF
Expiry 30.12.2025
Underlying USD/CHF, XC0009652816
Underlying ISIN XC0009652816
Strike 0.80
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 30.89%
Premium p.a. 19.25%
Leverage 4.81
Implied volatility 56.35%
Moneyness out-of-the-money
Leverage 2.3498
Delta -0.5490
Gamma 0.2833
Theta -0.0002
Rho -0.0077
Vega 0.0038
Fair value 0.19
Intrinsic value n.a.
Break-even 0.62
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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