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ZKB Call Warrant auf EURO STOXX 50 Price EUR
EURO STOXX 50

ISIN: CH1237240234 Security: 123724023 Symbol: SX5TAZ Life cycle
Secondary market

Bid Price 0.17

Ask Price 0.18

Currency CHF

Exchange SIX Structured Products

Volume 325'000.00

Volume 325'000.00

Date/time (delayed) 28.05.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 23.01.2023
Key Information Document DE 23.01.2023
Key Information Document EN 23.01.2023
Key Information Document FR 23.01.2023
Key Information Document IT 23.01.2023

Price data

  Bid Ask
Price 0.17 0.18
Volume 325'000.00 325'000.00
Date/time 28.05.24 17:15 28.05.24 17:15

Current data

Last price paid 0.18
Change -10.00% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 28.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date30.01.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +45.83%
Year to date (YTD) +227.27%
1 month -5.26%
3 months +28.57%
1 year +28.57%
3 years n.a.

Key figures on issue

Issue price0.12
Underlying price on issue4'129.66
Premium0.01%
Premium p.a.0.14%
Leverage33.09
Implied volatility0.12

Reference data

ISIN CH1237240234
Symbol SX5TAZ
Security 123724023
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying EURO STOXX 50 Price EUR, EU0009658145
Underlying ISIN EU0009658145
Strike 5'000.00
C/P type call
Subscription ratio 500.00
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 500
Value day 23.01.2023

Key figures

Premium 1.17%
Premium p.a. 13.73%
Leverage 56.94
Implied volatility 12.08%
Moneyness in-the-money
Leverage 33.0932
Delta 0.5812
Gamma 0.0000
Theta -0.0033
Rho 0.0048
Vega 0.0113
Fair value 0.12
Intrinsic value n.a.
Break-even 5'088.33
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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