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ZKB Put Warrant auf
Shell PLC

ISIN: CH1268367310 Security: 126836731 Symbol: SHE6IZ Life cycle
redeemed

Bid Price 0.001

Ask Price 0.02

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 21.06.2024 12:00:00

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 0.001 0.02
Volume 1'000'000.00 250'000.00
Date/time 21.06.24 12:00 21.06.24 12:00

Current data

Last price paid 0.015
Change -25.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 02.05.2024 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 -98.09%
Year to date (YTD) -87.50%
1 month n.a.
3 months -85.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.55
Underlying price on issue26.76
Premium0.21%
Premium p.a.10.76%
Leverage19.10
Implied volatility0.93

Reference data

ISIN CH1268367310
Symbol SHE6IZ
Security 126836731
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Shell N, GB00BP6MXD84
Underlying ISIN GB00BP6MXD84
Strike 26.00
C/P type put
Subscription ratio 5.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 5
Value day 02.06.2023

Key figures

Premium 20.63%
Premium p.a. 1075.89%
Leverage 593.64
Implied volatility 92.78%
Moneyness out-of-the-money
Leverage 19.0991
Delta -0.0322
Gamma 0.0036
Theta -0.0038
Rho 0.0000
Vega 0.0006
Fair value 0.01
Intrinsic value n.a.
Break-even 25.94
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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