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ZKB Call Warrant auf 2024-23.12.2024 Troy Ounce of Silver in USD
Troy Ounce of Silver in USD

ISIN: CH1338509313 Security: 133850931 Symbol: XAGMWZ Life cycle
Secondary market

Bid Price 0.29

Ask Price 0.30

Currency CHF

Exchange SIX Structured Products

Volume 175'000.00

Volume 175'000.00

Date/time (delayed) 17.09.2024 05:15:00

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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 0.29 0.30
Volume 175'000.00 175'000.00
Date/time 17.09.24 17:15 17.09.24 17:15

Current data

Last price paid 0.29
Change +3.57% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 16.09.2024 17:20

Life cycle

Fixing23.12.2024
Settlement date14.06.2024
Last trading23.12.2024
Final fixing23.12.2024
Currency redemptionCHF

Performance

Perf. since issue -58.45%
Year to date (YTD) n.a.
1 month +11.54%
3 months -34.09%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.71
Underlying price on issue30.76
Premium0.23%
Premium p.a.0.86%
Leverage9.63
Implied volatility0.39

Reference data

ISIN CH1338509313
Symbol XAGMWZ
Security 133850931
Exchange SIX Structured Products
Currency CHF
Expiry 03.01.2025
Underlying Troy Ounce of Silver in USD, XC0009653103
Underlying ISIN XC0009653103
Strike 37.00
C/P type call
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 22.90%
Premium p.a. 86.16%
Leverage 44.03
Implied volatility 38.61%
Moneyness out-of-the-money
Leverage 9.6291
Delta 0.2187
Gamma 0.0212
Theta -0.0043
Rho 0.0056
Vega 0.0198
Fair value 0.30
Intrinsic value n.a.
Break-even 37.70
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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