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ZKB Call Warrant auf
EURO STOXX 50

ISIN: CH1281048103 Security: 128104810 Symbol: SX53GZ Life cycle
Secondary market

Bid Price 2.29

Ask Price 2.30

Currency CHF

Exchange SIX Structured Products

Volume 50'000.00

Volume 50'000.00

Date/time (delayed) 28.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 07.12.2023
Key Information Document DE 07.12.2023
Key Information Document EN 07.12.2023
Key Information Document FR 07.12.2023
Key Information Document IT 07.12.2023

Price data

  Bid Ask
Price 2.29 2.30
Volume 50'000.00 50'000.00
Date/time 28.05.24 17:15 28.05.24 17:15

Current data

Last price paid 2.30
Change -2.13% [ -0.05 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 28.05.2024 17:20

Life cycle

Fixing19.12.2025
Settlement date14.12.2023
Last trading19.12.2025
Final fixing19.12.2025
Currency redemptionCHF

Performance

Perf. since issue +120.67%
Year to date (YTD) +144.68%
1 month +5.99%
3 months +34.50%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price1.04
Underlying price on issue4'472.47
Premium0.09%
Premium p.a.0.05%
Leverage5.87
Implied volatility0.18

Reference data

ISIN CH1281048103
Symbol SX53GZ
Security 128104810
Exchange SIX Structured Products
Currency CHF
Expiry 05.01.2026
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 07.12.2023

Key figures

Premium 8.64%
Premium p.a. 5.29%
Leverage 10.85
Implied volatility 18.00%
Moneyness in-the-money
Leverage 5.8710
Delta 0.5409
Gamma 0.0000
Theta -0.0039
Rho 0.1808
Vega 0.1186
Fair value 2.15
Intrinsic value n.a.
Break-even 5'463.31
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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