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

ISIN: CH1338508794 Security: 133850879 Symbol: GBP6MZ Life cycle
Secondary market

Bid Price 0.35

Ask Price 0.36

Currency CHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

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 0.35 0.36
Volume 150'000.00 150'000.00
Date/time 05.07.24 17:15 05.07.24 17:15

Current data

Last price paid 0.35
Change +6.06% [ +0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 03.07.2024 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 +14.52%
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 price0.31
Underlying price on issue1.14
Premium0.27%
Premium p.a.0.18%
Leverage0.99
Implied volatility0.63

Reference data

ISIN CH1338508794
Symbol GBP6MZ
Security 133850879
Exchange SIX Structured Products
Currency CHF
Expiry 30.12.2025
Underlying GBP/CHF, QT0002750013
Underlying ISIN QT0002750013
Strike 1.10
C/P type call
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 26.58%
Premium p.a. 17.55%
Leverage 3.24
Implied volatility 63.25%
Moneyness in-the-money
Leverage 0.9907
Delta 0.2662
Gamma 0.1411
Theta -0.0003
Rho 0.0062
Vega 0.0050
Fair value 0.31
Intrinsic value n.a.
Break-even 1.46
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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