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ZKB Put Warrant auf
Troy Ounce of Silver in USD

ISIN: CH1268389157 Security: 126838915 Symbol: XAGXZZ Life cycle
Secondary market

Bid Price 0.005

Ask Price 0.015

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 17.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 18.09.2023
Key Information Document DE 18.09.2023
Key Information Document EN 18.09.2023
Key Information Document FR 18.09.2023
Key Information Document IT 18.09.2023

Price data

  Bid Ask
Price 0.005 0.015
Volume 1'000'000.00 250'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.015
Change -25.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 13.05.2024 17:20

Life cycle

Fixing25.06.2024
Settlement date25.09.2023
Last trading25.06.2024
Final fixing25.06.2024
Currency redemptionCHF

Performance

Perf. since issue -94.12%
Year to date (YTD) -85.00%
1 month n.a.
3 months -90.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.17
Underlying price on issue23.11
Premium0.25%
Premium p.a.2.02%
Leverage12.43
Implied volatility0.52

Reference data

ISIN CH1268389157
Symbol XAGXZZ
Security 126838915
Exchange SIX Structured Products
Currency CHF
Expiry 02.07.2024
Underlying Troy Ounce of Silver in USD, XC0009653103
Underlying ISIN XC0009653103
Strike 23.00
C/P type put
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 10
Value day 18.09.2023

Key figures

Premium 25.41%
Premium p.a. 201.61%
Leverage 278.64
Implied volatility 51.65%
Moneyness out-of-the-money
Leverage 12.4254
Delta -0.0446
Gamma 0.0018
Theta -0.0005
Rho -0.0002
Vega 0.0009
Fair value 0.01
Intrinsic value n.a.
Break-even 22.89
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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