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ZKB Call Warrant auf
Shell PLC

ISIN: CH1281031885 Security: 128103188 Symbol: SHEI6Z Life cycle
Secondary market

Bid Price 0.14

Ask Price 0.15

Currency CHF

Exchange SIX Structured Products

Volume 375'000.00

Volume 375'000.00

Date/time (delayed) 20.06.2024 01:25:38

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 0.14 0.15
Volume 375'000.00 375'000.00
Date/time 20.06.24 13:25 20.06.24 13:25

Current data

Last price paid 0.13
Change +8.33% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 19.06.2024 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 -58.57%
Year to date (YTD) -27.78%
1 month -56.67%
3 months 0.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.35
Underlying price on issue30.30
Premium0.00%
Premium p.a.0.11%
Leverage36.19
Implied volatility0.14

Reference data

ISIN CH1281031885
Symbol SHEI6Z
Security 128103188
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Shell N, GB00BP6MXD84
Underlying ISIN GB00BP6MXD84
Strike 32.00
C/P type call
Subscription ratio 5.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 5
Value day 26.09.2023

Key figures

Premium 0.24%
Premium p.a. 11.12%
Leverage 43.02
Implied volatility 14.36%
Moneyness in-the-money
Leverage 36.1901
Delta 0.8412
Gamma 0.0705
Theta -0.0024
Rho 0.0011
Vega 0.0021
Fair value 0.02
Intrinsic value n.a.
Break-even 32.76
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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