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ZKB Call Warrant auf
ASML Holding NV

ISIN: CH1268366726 Security: 126836672 Symbol: ASMN0Z Life cycle
Secondary market

Bid Price 1.65

Ask Price 1.66

Currency CHF

Exchange SIX Structured Products

Volume 50'000.00

Volume 50'000.00

Date/time (delayed) 17.06.2024 03:11:05

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 02.06.2023
Key Information Document DE 02.06.2023
Key Information Document EN 02.06.2023
Key Information Document FR 02.06.2023
Key Information Document IT 02.06.2023

Price data

  Bid Ask
Price 1.65 1.66
Volume 50'000.00 50'000.00
Date/time 17.06.24 15:11 17.06.24 15:11

Current data

Last price paid 1.49
Change -8.59% [ -0.14 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 14.06.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date09.06.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +210.58%
Year to date (YTD) +645.00%
1 month +148.33%
3 months +29.57%
1 year +186.54%
3 years n.a.

Key figures on issue

Issue price0.52
Underlying price on issue675.15
Premium0.00%
Premium p.a.0.03%
Leverage5.71
Implied volatility0.41

Reference data

ISIN CH1268366726
Symbol ASMN0Z
Security 126836672
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying ASML Hldg Rg, NL0010273215
Underlying ISIN NL0010273215
Strike 800.00
C/P type call
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 100
Value day 02.06.2023

Key figures

Premium 0.10%
Premium p.a. 3.20%
Leverage 5.73
Implied volatility 40.96%
Moneyness in-the-money
Leverage 5.7142
Delta 0.9967
Gamma 0.0000
Theta -0.0010
Rho 0.0023
Vega 0.0002
Fair value 0.01
Intrinsic value n.a.
Break-even 968.83
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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