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ZKB Put Warrant auf
USD/CHF

ISIN: CH1305148202 Security: 130514820 Symbol: USDHQZ Life cycle
Secondary market

Bid Price 0.015

Ask Price 0.025

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 22.03.2024
Key Information Document DE 22.03.2024
Key Information Document EN 22.03.2024
Key Information Document FR 22.03.2024
Key Information Document IT 22.03.2024

Price data

  Bid Ask
Price 0.015 0.025
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 0.025
Change -16.67% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 23.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date02.04.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -85.71%
Year to date (YTD) n.a.
1 month -61.54%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.14
Underlying price on issue0.90
Premium0.05%
Premium p.a.0.50%
Leverage17.37
Implied volatility0.27

Reference data

ISIN CH1305148202
Symbol USDHQZ
Security 130514820
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying USD/CHF, XC0009652816
Underlying ISIN XC0009652816
Strike 0.89
C/P type put
Subscription ratio 0.10
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 0.1
Value day 22.03.2024

Key figures

Premium 4.83%
Premium p.a. 50.34%
Leverage 45.71
Implied volatility 27.46%
Moneyness out-of-the-money
Leverage 17.3688
Delta -0.4157
Gamma 7.0266
Theta -0.0004
Rho -0.0003
Vega 0.0011
Fair value 0.02
Intrinsic value n.a.
Break-even 0.87
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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