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ZKB Put Warrant auf 2024-19.12.2025 USD/CHF
USD/CHF

ISIN: CH1338509099 Security: 133850909 Symbol: USDKHZ Life cycle
Secondary market

Bid Price 0.09

Ask Price 0.10

Currency CHF

Exchange SIX Structured Products

Volume 575'000.00

Volume 300'000.00

Date/time (delayed) 21.06.2024 05:15:01

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 0.09 0.10
Volume 575'000.00 300'000.00
Date/time 21.06.24 17:15 21.06.24 17:15

Current data

Last price paid 0.10
Change +5.26% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 14.06.2024 17:20

Life cycle

Fixing19.12.2025
Settlement date14.06.2024
Last trading19.12.2025
Final fixing19.12.2025
Currency redemptionCHF

Performance

Perf. since issue -5.00%
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 price0.10
Underlying price on issue0.89
Premium0.26%
Premium p.a.0.16%
Leverage3.50
Implied volatility0.38

Reference data

ISIN CH1338509099
Symbol USDKHZ
Security 133850909
Exchange SIX Structured Products
Currency CHF
Expiry 30.12.2025
Underlying USD/CHF, XC0009652816
Underlying ISIN XC0009652816
Strike 0.76
C/P type put
Subscription ratio 0.10
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 0.1
Value day 07.06.2024

Key figures

Premium 25.60%
Premium p.a. 16.11%
Leverage 9.41
Implied volatility 38.24%
Moneyness out-of-the-money
Leverage 3.5030
Delta -0.4166
Gamma 0.7154
Theta -0.0001
Rho -0.0062
Vega 0.0037
Fair value 0.10
Intrinsic value n.a.
Break-even 0.67
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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