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ZKB Put Warrant auf
USD/CHF

ISIN: CH1268391443 Security: 126839144 Symbol: USDLOZ 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) 24.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 20.09.2023
Key Information Document DE 20.09.2023
Key Information Document EN 20.09.2023
Key Information Document FR 20.09.2023
Key Information Document IT 20.09.2023

Price data

  Bid Ask
Price 0.005 0.015
Volume 1'000'000.00 250'000.00
Date/time 24.05.24 17:15 24.05.24 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 21.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date27.09.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -95.83%
Year to date (YTD) -96.94%
1 month n.a.
3 months -91.18%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.24
Underlying price on issue0.90
Premium0.06%
Premium p.a.0.62%
Leverage22.91
Implied volatility0.24

Reference data

ISIN CH1268391443
Symbol USDLOZ
Security 126839144
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying USD/CHF, XC0009652816
Underlying ISIN XC0009652816
Strike 0.87
C/P type put
Subscription ratio 0.10
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 0.1
Value day 20.09.2023

Key figures

Premium 5.92%
Premium p.a. 61.75%
Leverage 91.41
Implied volatility 23.99%
Moneyness out-of-the-money
Leverage 22.9077
Delta -0.2741
Gamma 9.7567
Theta -0.0003
Rho -0.0002
Vega 0.0009
Fair value 0.01
Intrinsic value n.a.
Break-even 0.86
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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