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ZKB Put Warrant auf
EURO STOXX 50

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

Bid Price 0.065

Ask Price 0.075

Currency CHF

Exchange SIX Structured Products

Volume 775'000.00

Volume 400'000.00

Date/time (delayed) 23.05.2024 05:15:01

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 0.065 0.075
Volume 775'000.00 400'000.00
Date/time 23.05.24 17:15 23.05.24 17:15

Current data

Last price paid 0.07
Change -6.67% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 21.05.2024 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 -88.71%
Year to date (YTD) -84.44%
1 month -58.82%
3 months -69.57%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.62
Underlying price on issue4'411.00
Premium0.21%
Premium p.a.0.60%
Leverage15.96
Implied volatility0.24

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 20.84%
Premium p.a. 59.90%
Leverage 355.99
Implied volatility 24.45%
Moneyness out-of-the-money
Leverage 15.9635
Delta -0.0448
Gamma 0.0000
Theta -0.0011
Rho -0.0052
Vega 0.0139
Fair value 0.07
Intrinsic value n.a.
Break-even 3'985.86
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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