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ZKB Call Warrant auf
Evotec SE

ISIN: CH1281031729 Security: 128103172 Symbol: EVTD2Z Life cycle
Secondary market

Bid Price 0.001

Ask Price 0.01

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 16.05.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 26.09.2023
Key Information Document DE 26.09.2023
Key Information Document EN 26.09.2023
Key Information Document FR 26.09.2023
Key Information Document IT 26.09.2023

Price data

  Bid Ask
Price 0.001 0.01
Volume 1'000'000.00 250'000.00
Date/time 16.05.24 17:15 16.05.24 17:15

Current data

Last price paid 0.01
Change -33.33% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 02.02.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date03.10.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -90.83%
Year to date (YTD) -85.71%
1 month -85.71%
3 months -71.43%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.06
Underlying price on issue19.07
Premium0.97%
Premium p.a.8.27%
Leverage4.93
Implied volatility1.43

Reference data

ISIN CH1281031729
Symbol EVTD2Z
Security 128103172
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Evotec I, DE0005664809
Underlying ISIN DE0005664809
Strike 20.00
C/P type call
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 50
Value day 26.09.2023

Key figures

Premium 97.46%
Premium p.a. 827.31%
Leverage 36.73
Implied volatility 142.70%
Moneyness out-of-the-money
Leverage 4.9311
Delta 0.1342
Gamma 0.0009
Theta -0.0002
Rho 0.0000
Vega 0.0001
Fair value 0.01
Intrinsic value n.a.
Break-even 20.28
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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