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ZKB Call Warrant auf
Redcare Pharmacy NV

ISIN: CH1281031935 Security: 128103193 Symbol: RDCO0Z Life cycle
Secondary market

Bid Price 0.015

Ask Price 0.025

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 29.05.2024 11:58:39

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 0.015 0.025
Volume 1'000'000.00 250'000.00
Date/time 29.05.24 11:58 29.05.24 11:58

Current data

Last price paid 0.015
Change +50.00% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 28.05.2024 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 -60.00%
Year to date (YTD) -85.00%
1 month -78.57%
3 months -87.50%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.05
Underlying price on issue95.11
Premium0.07%
Premium p.a.0.79%
Leverage10.88
Implied volatility0.45

Reference data

ISIN CH1281031935
Symbol RDCO0Z
Security 128103193
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Redcare Pharmacy N, NL0012044747
Underlying ISIN NL0012044747
Strike 120.00
C/P type call
Subscription ratio 250.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 250
Value day 26.09.2023

Key figures

Premium 6.52%
Premium p.a. 79.28%
Leverage 23.25
Implied volatility 45.01%
Moneyness out-of-the-money
Leverage 10.8752
Delta 0.4678
Gamma 0.0001
Theta -0.0004
Rho 0.0002
Vega 0.0005
Fair value 0.02
Intrinsic value n.a.
Break-even 125.05
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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