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ZKB Call Warrant auf
USD/CHF

ISIN: CH1268387789 Security: 126838778 Symbol: USDFEZ Life cycle
Secondary market

Bid Price 0.26

Ask Price 0.27

Currency CHF

Exchange SIX Structured Products

Volume 200'000.00

Volume 200'000.00

Date/time (delayed) 17.05.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 11.09.2023
Key Information Document DE 11.09.2023
Key Information Document EN 11.09.2023
Key Information Document FR 11.09.2023
Key Information Document IT 11.09.2023

Price data

  Bid Ask
Price 0.26 0.27
Volume 200'000.00 200'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.26
Change +13.04% [ +0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date18.09.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +39.47%
Year to date (YTD) +420.00%
1 month -16.13%
3 months +100.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.19
Underlying price on issue0.89
Premium0.26%
Premium p.a.2.27%
Leverage1.34
Implied volatility2.12

Reference data

ISIN CH1268387789
Symbol USDFEZ
Security 126838778
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying USD/CHF, XC0009652816
Underlying ISIN XC0009652816
Strike 0.88
C/P type call
Subscription ratio 0.10
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 0.1
Value day 11.09.2023

Key figures

Premium 26.12%
Premium p.a. 226.99%
Leverage 3.43
Implied volatility 212.20%
Moneyness in-the-money
Leverage 1.3379
Delta 0.4302
Gamma 0.2220
Theta -0.0029
Rho 0.0004
Vega 0.0011
Fair value 0.24
Intrinsic value n.a.
Break-even 1.15
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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