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ZKB Call Warrant auf
EURO STOXX 50

ISIN: CH1281047279 Security: 128104727 Symbol: SX5S5Z Life cycle
Secondary market

Bid Price 0.98

Ask Price 0.99

Currency CHF

Exchange SIX Structured Products

Volume 50'000.00

Volume 50'000.00

Date/time (delayed) 07.06.2024 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 0.98 0.99
Volume 50'000.00 50'000.00
Date/time 07.06.24 17:15 07.06.24 17:15

Current data

Last price paid 0.99
Change -4.81% [ -0.05 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 07.06.2024 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 +328.26%
Year to date (YTD) +280.77%
1 month +7.61%
3 months +10.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.23
Underlying price on issue4'412.00
Premium0.03%
Premium p.a.0.10%
Leverage14.25
Implied volatility0.15

Reference data

ISIN CH1281047279
Symbol SX5S5Z
Security 128104727
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying EURO STOXX 50 Price EUR, EU0009658145
Underlying ISIN EU0009658145
Strike 5'000.00
C/P type call
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 2.99%
Premium p.a. 9.75%
Leverage 24.84
Implied volatility 15.33%
Moneyness in-the-money
Leverage 14.2454
Delta 0.5735
Gamma 0.0000
Theta -0.0061
Rho 0.0405
Vega 0.0525
Fair value 0.73
Intrinsic value n.a.
Break-even 5'203.39
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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