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ZKB Call Warrant auf
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ISIN: CH1237244111 Security: 123724411 Symbol: GBPYLZ 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 21.02.2023
Key Information Document DE 21.02.2023
Key Information Document EN 21.02.2023
Key Information Document FR 21.02.2023
Key Information Document IT 21.02.2023

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 date28.02.2023
Last trading15.03.2024
Final fixing15.03.2024
Currency redemptionCHF

Performance

Perf. since issue -93.75%
Year to date (YTD) -25.00%
1 month n.a.
3 months -81.25%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.16
Underlying price on issue1.11
Premium0.03%
Premium p.a.1.38%
Leverage35.06
Implied volatility0.29

Reference data

ISIN CH1237244111
Symbol GBPYLZ
Security 123724411
Exchange SIX Structured Products
Currency CHF
Expiry 22.03.2024
Underlying GBP/CHF, QT0002750013
Underlying ISIN QT0002750013
Strike 1.15
C/P type call
Subscription ratio 0.10
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 0.1
Value day 21.02.2023

Key figures

Premium 3.02%
Premium p.a. 137.72%
Leverage 112.60
Implied volatility 29.34%
Moneyness out-of-the-money
Leverage 35.0604
Delta 0.2765
Gamma 5.9469
Theta -0.0011
Rho 0.0001
Vega 0.0006
Fair value 0.01
Intrinsic value n.a.
Break-even 1.16
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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