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ZKB Put Warrant auf
Troy Ounce of Silver in USD

ISIN: CH1281047626 Security: 128104762 Symbol: XAGL2Z 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 -97.06%
Year to date (YTD) -96.25%
1 month -96.59%
3 months -96.05%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.34
Underlying price on issue25.13
Premium0.05%
Premium p.a.2.04%
Leverage70.41
Implied volatility0.22

Reference data

ISIN CH1281047626
Symbol XAGL2Z
Security 128104762
Exchange SIX Structured Products
Currency CHF
Expiry 04.04.2024
Underlying Troy Ounce of Silver in USD, XC0009653103
Underlying ISIN XC0009653103
Strike 23.50
C/P type put
Subscription ratio 2.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 2
Value day 04.12.2023

Key figures

Premium 5.04%
Premium p.a. 204.42%
Leverage 1'114.47
Implied volatility 21.64%
Moneyness out-of-the-money
Leverage 70.4141
Delta -0.0632
Gamma 0.0800
Theta -0.0023
Rho -0.0002
Vega 0.0021
Fair value 0.01
Intrinsic value n.a.
Break-even 23.48
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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