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ZKB Put Warrant auf
EURO STOXX 50

ISIN: CH1281047063 Security: 128104706 Symbol: SX5UCZ Life cycle
Secondary market

Bid Price 0.32

Ask Price 0.33

Currency CHF

Exchange SIX Structured Products

Volume 175'000.00

Volume 175'000.00

Date/time (delayed) 28.05.2024 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 0.32 0.33
Volume 175'000.00 175'000.00
Date/time 28.05.24 17:15 28.05.24 17:15

Current data

Last price paid 0.32
Change +3.23% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 28.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date11.12.2023
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -80.18%
Year to date (YTD) -75.00%
1 month -33.33%
3 months -50.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price1.64
Underlying price on issue4'411.00
Premium0.12%
Premium p.a.0.19%
Leverage13.05
Implied volatility0.17

Reference data

ISIN CH1281047063
Symbol SX5UCZ
Security 128104706
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying EURO STOXX 50 Price EUR, EU0009658145
Underlying ISIN EU0009658145
Strike 4'500.00
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 11.84%
Premium p.a. 19.37%
Leverage 76.65
Implied volatility 17.13%
Moneyness out-of-the-money
Leverage 13.0530
Delta -0.1703
Gamma 0.0000
Theta -0.0011
Rho -0.0312
Vega 0.0490
Fair value 0.33
Intrinsic value n.a.
Break-even 4'434.38
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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