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ZKB Put Warrant auf
Troy Ounce of Gold in USD

ISIN: CH1281047527 Security: 128104752 Symbol: XAURQZ 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 04.12.2023
Key Information Document DE 04.12.2023
Key Information Document EN 04.12.2023
Key Information Document FR 04.12.2023
Key Information Document IT 04.12.2023

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

Fixing26.03.2024
Settlement date11.12.2023
Last trading26.03.2024
Final fixing26.03.2024
Currency redemptionCHF

Performance

Perf. since issue -97.22%
Year to date (YTD) -95.00%
1 month -95.45%
3 months -96.67%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.36
Underlying price on issue2'067.71
Premium0.08%
Premium p.a.3.18%
Leverage59.99
Implied volatility0.28

Reference data

ISIN CH1281047527
Symbol XAURQZ
Security 128104752
Exchange SIX Structured Products
Currency CHF
Expiry 04.04.2024
Underlying Troy Ounce of Gold in USD, XD0002747026
Underlying ISIN XD0002747026
Strike 2'025.00
C/P type put
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 100
Value day 04.12.2023

Key figures

Premium 7.85%
Premium p.a. 318.46%
Leverage 1'979.73
Implied volatility 28.12%
Moneyness out-of-the-money
Leverage 59.9889
Delta -0.0303
Gamma 0.0000
Theta -0.0029
Rho -0.0001
Vega 0.0021
Fair value 0.01
Intrinsic value n.a.
Break-even 2'023.89
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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