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ZKB Call Warrant auf
Fresenius SE & Co. KGaA

ISIN: CH1268377509 Security: 126837750 Symbol: FRE21Z Life cycle
Secondary market

Bid Price 0.17

Ask Price 0.18

Currency CHF

Exchange SIX Structured Products

Volume 300'000.00

Volume 300'000.00

Date/time (delayed) 03.06.2024 01:15:29

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 07.07.2023
Key Information Document DE 07.07.2023
Key Information Document EN 07.07.2023
Key Information Document FR 07.07.2023
Key Information Document IT 07.07.2023

Price data

  Bid Ask
Price 0.17 0.18
Volume 300'000.00 300'000.00
Date/time 03.06.24 13:15 03.06.24 13:15

Current data

Last price paid 0.17
Change +6.25% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date14.07.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +16.67%
Year to date (YTD) -15.00%
1 month +30.77%
3 months +78.95%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.15
Underlying price on issue24.64
Premium0.01%
Premium p.a.0.11%
Leverage7.37
Implied volatility0.39

Reference data

ISIN CH1268377509
Symbol FRE21Z
Security 126837750
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Fresenius I, DE0005785604
Underlying ISIN DE0005785604
Strike 26.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 07.07.2023

Key figures

Premium 0.73%
Premium p.a. 10.64%
Leverage 8.19
Implied volatility 38.60%
Moneyness in-the-money
Leverage 7.3740
Delta 0.8999
Gamma 0.0030
Theta -0.0006
Rho 0.0008
Vega 0.0007
Fair value 0.01
Intrinsic value n.a.
Break-even 29.58
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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