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ZKB Call Warrant auf
Hugo Boss AG

ISIN: CH1281036801 Security: 128103680 Symbol: BOSR7Z 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) 20.06.2024 01:03:04

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 02.11.2023
Key Information Document DE 02.11.2023
Key Information Document EN 02.11.2023
Key Information Document FR 02.11.2023
Key Information Document IT 02.11.2023

Price data

  Bid Ask
Price 0.001 0.01
Volume 1'000'000.00 250'000.00
Date/time 20.06.24 13:03 20.06.24 13:03

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 03.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date09.11.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -97.61%
Year to date (YTD) -97.30%
1 month -75.00%
3 months -91.67%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.23
Underlying price on issue58.07
Premium0.35%
Premium p.a.16.16%
Leverage14.93
Implied volatility1.16

Reference data

ISIN CH1281036801
Symbol BOSR7Z
Security 128103680
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Hugo Boss N, DE000A1PHFF7
Underlying ISIN DE000A1PHFF7
Strike 60.00
C/P type call
Subscription ratio 25.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 25
Value day 02.11.2023

Key figures

Premium 35.43%
Premium p.a. 1616.45%
Leverage 308.30
Implied volatility 116.03%
Moneyness out-of-the-money
Leverage 14.9329
Delta 0.0484
Gamma 0.0006
Theta -0.0017
Rho 0.0000
Vega 0.0003
Fair value 0.01
Intrinsic value n.a.
Break-even 60.14
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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