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ZKB Call Warrant auf
USD/CHF

ISIN: CH1237243600 Security: 123724360 Symbol: USDBBZ 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 20.02.2023
Key Information Document DE 20.02.2023
Key Information Document EN 20.02.2023
Key Information Document FR 20.02.2023
Key Information Document IT 20.02.2023

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 -25.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time n.a. n.a.

Life cycle

Fixing15.03.2024
Settlement date27.02.2023
Last trading15.03.2024
Final fixing15.03.2024
Currency redemptionCHF

Performance

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

Key figures on issue

Issue price0.04
Underlying price on issue1.00
Premium0.20%
Premium p.a.9.16%
Leverage12.37
Implied volatility1.05

Reference data

ISIN CH1237243600
Symbol USDBBZ
Security 123724360
Exchange SIX Structured Products
Currency CHF
Expiry 22.03.2024
Underlying USD/CHF, XC0009652816
Underlying ISIN XC0009652816
Strike 1.05
C/P type call
Subscription ratio 0.10
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 0.1
Value day 20.02.2023

Key figures

Premium 20.07%
Premium p.a. 915.81%
Leverage 88.28
Implied volatility 105.23%
Moneyness out-of-the-money
Leverage 12.3746
Delta 0.1588
Gamma 0.8116
Theta -0.0020
Rho 0.0000
Vega 0.0003
Fair value 0.01
Intrinsic value n.a.
Break-even 1.06
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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