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ZKB Call Warrant auf
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ISIN: CH1250728099 Security: 125072809 Symbol: XAURWZ 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 04.05.2023
Key Information Document DE 04.05.2023
Key Information Document EN 04.05.2023
Key Information Document FR 04.05.2023
Key Information Document IT 04.05.2023

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 -50.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time n.a. n.a.

Life cycle

Fixing25.03.2024
Settlement date12.05.2023
Last trading25.03.2024
Final fixing25.03.2024
Currency redemptionCHF

Performance

Perf. since issue -98.92%
Year to date (YTD) -91.67%
1 month n.a.
3 months -90.91%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.51
Underlying price on issue2'035.62
Premium0.01%
Premium p.a.0.57%
Leverage269.50
Implied volatility0.06

Reference data

ISIN CH1250728099
Symbol XAURWZ
Security 125072809
Exchange SIX Structured Products
Currency CHF
Expiry 03.04.2024
Underlying Troy Ounce of Gold in USD, XD0002747026
Underlying ISIN XD0002747026
Strike 2'200.00
C/P type call
Subscription ratio 200.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 200
Value day 04.05.2023

Key figures

Premium 1.40%
Premium p.a. 56.64%
Leverage 1'771.81
Implied volatility 6.35%
Moneyness out-of-the-money
Leverage 269.4978
Delta 0.1521
Gamma 0.0001
Theta -0.0012
Rho 0.0003
Vega 0.0030
Fair value 0.01
Intrinsic value n.a.
Break-even 2'201.23
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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