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ZKB Put Warrant auf
EURO STOXX 50

ISIN: CH1281047006 Security: 128104700 Symbol: SX5EXZ Life cycle
Secondary market

Bid Price 0.11

Ask Price 0.12

Currency CHF

Exchange SIX Structured Products

Volume 475'000.00

Volume 475'000.00

Date/time (delayed) 14.06.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 04.12.2023
Key Information Document DE 04.12.2023
Key Information Document EN 04.12.2023
Key Information Document FR 04.12.2023
Key Information Document IT 04.12.2023

Price data

  Bid Ask
Price 0.11 0.12
Volume 475'000.00 475'000.00
Date/time 14.06.24 17:15 14.06.24 17:15

Current data

Last price paid 0.11
Change +57.14% [ +0.04 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 14.06.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date11.12.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -81.45%
Year to date (YTD) -75.56%
1 month +37.50%
3 months -35.29%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.62
Underlying price on issue4'411.00
Premium0.18%
Premium p.a.0.62%
Leverage14.94
Implied volatility0.26

Reference data

ISIN CH1281047006
Symbol SX5EXZ
Security 128104700
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying EURO STOXX 50 Price EUR, EU0009658145
Underlying ISIN EU0009658145
Strike 4'000.00
C/P type put
Subscription ratio 200.00
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 200
Value day 04.12.2023

Key figures

Premium 17.88%
Premium p.a. 62.14%
Leverage 200.59
Implied volatility 26.31%
Moneyness out-of-the-money
Leverage 14.9383
Delta -0.0745
Gamma 0.0000
Theta -0.0019
Rho -0.0064
Vega 0.0174
Fair value 0.12
Intrinsic value n.a.
Break-even 3'975.87
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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