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ZKB Put Warrant auf 2024-25.03.2025 Troy Ounce of Silver in USD
Troy Ounce of Silver in USD

ISIN: CH1338508687 Security: 133850868 Symbol: XAGWXZ Life cycle
Secondary market

Bid Price 2.99

Ask Price 3.00

Currency CHF

Exchange SIX Structured Products

Volume 25'000.00

Volume 25'000.00

Date/time (delayed) 08.08.2024 03:07:54

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 07.06.2024
Key Information Document DE 07.06.2024
Key Information Document EN 07.06.2024
Key Information Document FR 07.06.2024
Key Information Document IT 07.06.2024

Price data

  Bid Ask
Price 2.99 3.00
Volume 25'000.00 25'000.00
Date/time 08.08.24 15:07 08.08.24 15:07

Current data

Last price paid 2.97
Change +4.95% [ +0.14 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 06.08.2024 17:20

Life cycle

Fixing25.03.2025
Settlement date14.06.2024
Last trading25.03.2025
Final fixing25.03.2025
Currency redemptionCHF

Performance

Perf. since issue +47.77%
Year to date (YTD) n.a.
1 month +65.92%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price2.02
Underlying price on issue30.75
Premium0.02%
Premium p.a.0.03%
Leverage2.64
Implied volatility0.38

Reference data

ISIN CH1338508687
Symbol XAGWXZ
Security 133850868
Exchange SIX Structured Products
Currency CHF
Expiry 01.04.2025
Underlying Troy Ounce of Silver in USD, XC0009653103
Underlying ISIN XC0009653103
Strike 33.50
C/P type put
Subscription ratio 2.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 2
Value day 07.06.2024

Key figures

Premium 1.59%
Premium p.a. 2.54%
Leverage 3.90
Implied volatility 38.15%
Moneyness in-the-money
Leverage 2.6367
Delta -0.6759
Gamma 0.0230
Theta -0.0013
Rho -0.0549
Vega 0.0332
Fair value 0.19
Intrinsic value n.a.
Break-even 26.58
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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