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

ISIN: CH1338508976 Security: 133850897 Symbol: GBP1DZ Life cycle
Secondary market

Bid Price 0.46

Ask Price 0.47

Currency CHF

Exchange SIX Structured Products

Volume 125'000.00

Volume 125'000.00

Date/time (delayed) 05.07.2024 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 0.46 0.47
Volume 125'000.00 125'000.00
Date/time 05.07.24 17:15 05.07.24 17:15

Current data

Last price paid 0.47
Change -2.08% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 05.07.2024 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 -13.89%
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 price0.54
Underlying price on issue1.14
Premium0.45%
Premium p.a.0.29%
Leverage1.80
Implied volatility0.97

Reference data

ISIN CH1338508976
Symbol GBP1DZ
Security 133850897
Exchange SIX Structured Products
Currency CHF
Expiry 30.12.2025
Underlying GBP/CHF, QT0002750013
Underlying ISIN QT0002750013
Strike 1.10
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 44.77%
Premium p.a. 28.90%
Leverage 2.47
Implied volatility 96.74%
Moneyness out-of-the-money
Leverage 1.8013
Delta -0.6336
Gamma 0.1202
Theta -0.0004
Rho -0.0117
Vega 0.0045
Fair value 0.47
Intrinsic value n.a.
Break-even 0.64
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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