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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 0.085

Ask Price 0.095

Currency CHF

Exchange SIX Structured Products

Volume 600'000.00

Volume 300'000.00

Date/time (delayed) 27.06.2024 05:15:00

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 0.085 0.095
Volume 600'000.00 300'000.00
Date/time 27.06.24 17:15 27.06.24 17:15

Current data

Last price paid 0.095
Change -5.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 25.06.2024 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 -10.00%
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
Premium0.25%
Premium p.a.0.16%
Leverage3.62
Implied volatility0.37

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 25.37%
Premium p.a. 16.16%
Leverage 9.97
Implied volatility 37.36%
Moneyness out-of-the-money
Leverage 3.6225
Delta -0.4045
Gamma 0.7563
Theta -0.0001
Rho -0.0060
Vega 0.0036
Fair value 0.09
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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