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ZKB Call Warrant auf
ASML Holding NV

ISIN: CH1281050802 Security: 128105080 Symbol: ASM8ZZ Life cycle
Secondary market

Bid Price 2.69

Ask Price 2.70

Currency CHF

Exchange SIX Structured Products

Volume 25'000.00

Volume 25'000.00

Date/time (delayed) 17.06.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 08.12.2023
Key Information Document DE 08.12.2023
Key Information Document EN 08.12.2023
Key Information Document FR 08.12.2023
Key Information Document IT 08.12.2023

Price data

  Bid Ask
Price 2.69 2.70
Volume 25'000.00 25'000.00
Date/time 17.06.24 17:15 17.06.24 17:15

Current data

Last price paid 2.69
Change +5.91% [ +0.15 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.06.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date15.12.2023
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue +321.09%
Year to date (YTD) +278.87%
1 month +51.12%
3 months +34.50%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.64
Underlying price on issue648.45
Premium0.03%
Premium p.a.0.06%
Leverage2.99
Implied volatility0.43

Reference data

ISIN CH1281050802
Symbol ASM8ZZ
Security 128105080
Exchange SIX Structured Products
Currency CHF
Expiry 31.12.2024
Underlying ASML Hldg Rg, NL0010273215
Underlying ISIN NL0010273215
Strike 720.00
C/P type call
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 100
Value day 08.12.2023

Key figures

Premium 3.36%
Premium p.a. 6.23%
Leverage 3.44
Implied volatility 43.23%
Moneyness in-the-money
Leverage 2.9931
Delta 0.8708
Gamma 0.0000
Theta -0.0019
Rho 0.0290
Vega 0.0140
Fair value 0.31
Intrinsic value n.a.
Break-even 1'002.02
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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