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ZKB Call Warrant auf
EUR/CHF

ISIN: CH1371022588 Security: 137102258 Symbol: EURNQZ Life cycle
redeemed

Bid Price n.a.

Ask Price n.a.

Currency n.a.

Exchange SIX Structured Products

Volume n.a.

Volume n.a.

Date/time (delayed) n.a. n.a.

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 06.09.2024
Key Information Document DE 06.09.2024
Key Information Document EN 06.09.2024

Price data

  Bid Ask
Price n.a. n.a.
Volume n.a. n.a.
Date/time n.a. n.a. n.a. n.a.

Current data

Last price paid n.a.
Change +52.94% [ +0.05 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time n.a. n.a.

Life cycle

Initial fixing date06.09.2024
Settlement date13.09.2024
Last trading20.03.2026
Final fixing20.03.2026
Currency redemptionCHF

Performance

Perf. since issue -66.67%
Year to date (YTD) -53.57%
1 month -7.14%
3 months -55.17%
1 year -75.00%
3 years n.a.

Key figures on issue

Issue price0.36
Underlying price on issue0.94
Premium0.12%
Premium p.a.6.25%
Leverage3.48
Implied volatility2.30

Reference data

ISIN CH1371022588
Symbol EURNQZ
Security 137102258
Exchange SIX Structured Products
Currency CHF
Expiry 27.03.2026
Underlying EUR/CHF, EU0009654078
Underlying ISIN EU0009654078
Strike 0.90
C/P type call
Subscription ratio 0.10
Issuer Zuercher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 0.1
Value day 06.09.2024

Key figures

Premium 11.98%
Premium p.a. 624.59%
Leverage 7.59
Implied volatility 229.79%
Moneyness in-the-money
Leverage 3.4771
Delta 0.4826
Gamma 1.0781
Theta -0.0081
Rho 0.0001
Vega 0.0005
Fair value 0.11
Intrinsic value n.a.
Break-even 1.02
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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