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ZKB Call Warrant auf
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ISIN: CH1237244277 Security: 123724427 Symbol: EURCTZ 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 -33.33% [ -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 -98.10%
Year to date (YTD) -94.44%
1 month -60.00%
3 months -88.24%
1 year -96.67%
3 years n.a.

Key figures on issue

Issue price0.29
Underlying price on issue1.06
Premium0.02%
Premium p.a.0.72%
Leverage62.19
Implied volatility0.16

Reference data

ISIN CH1237244277
Symbol EURCTZ
Security 123724427
Exchange SIX Structured Products
Currency CHF
Expiry 22.03.2024
Underlying EUR/USD, EU0009652759
Underlying ISIN EU0009652759
Strike 1.10
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 1.58%
Premium p.a. 72.05%
Leverage 174.87
Implied volatility 16.24%
Moneyness out-of-the-money
Leverage 62.1950
Delta 0.3557
Gamma 11.9933
Theta -0.0006
Rho 0.0001
Vega 0.0005
Fair value 0.01
Intrinsic value n.a.
Break-even 1.11
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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