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ZKB Call Warrant auf
Troy Ounce of Gold in USD

ISIN: CH1268378341 Security: 126837834 Symbol: XAUZHZ Life cycle
Secondary market

Bid Price 0.32

Ask Price 0.33

Currency CHF

Exchange SIX Structured Products

Volume 175'000.00

Volume 175'000.00

Date/time (delayed) 23.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 17.07.2023
Key Information Document DE 17.07.2023
Key Information Document EN 17.07.2023
Key Information Document FR 17.07.2023
Key Information Document IT 17.07.2023

Price data

  Bid Ask
Price 0.32 0.33
Volume 175'000.00 175'000.00
Date/time 23.05.24 17:15 23.05.24 17:15

Current data

Last price paid 0.39
Change -23.53% [ -0.12 ]
Last traded volume n.a. Unit
Cumulative volume 4'000.00 Unit
Date/time 23.05.2024 17:15

Life cycle

Fixing25.06.2024
Settlement date24.07.2023
Last trading25.06.2024
Final fixing25.06.2024
Currency redemptionCHF

Performance

Perf. since issue +41.30%
Year to date (YTD) +129.41%
1 month +39.29%
3 months +766.67%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.23
Underlying price on issue1'955.69
Premium0.01%
Premium p.a.0.11%
Leverage24.05
Implied volatility0.12

Reference data

ISIN CH1268378341
Symbol XAUZHZ
Security 126837834
Exchange SIX Structured Products
Currency CHF
Expiry 02.07.2024
Underlying Troy Ounce of Gold in USD, XD0002747026
Underlying ISIN XD0002747026
Strike 2'300.00
C/P type call
Subscription ratio 200.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 200
Value day 17.07.2023

Key figures

Premium 1.24%
Premium p.a. 11.27%
Leverage 32.95
Implied volatility 12.08%
Moneyness in-the-money
Leverage 24.0506
Delta 0.7299
Gamma 0.0000
Theta -0.0029
Rho 0.0082
Vega 0.0117
Fair value 0.13
Intrinsic value n.a.
Break-even 2'371.08
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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