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ZKB Call Warrant auf
Infineon Technologies AG

ISIN: CH1281051016 Security: 128105101 Symbol: IFXVXZ Life cycle
Secondary market

Bid Price 0.06

Ask Price 0.07

Currency CHF

Exchange SIX Structured Products

Volume 850'000.00

Volume 425'000.00

Date/time (delayed) 31.05.2024 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 0.06 0.07
Volume 850'000.00 425'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.07
Change -17.65% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date15.12.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -82.43%
Year to date (YTD) -79.41%
1 month +27.27%
3 months -36.36%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.37
Underlying price on issue36.88
Premium0.05%
Premium p.a.0.65%
Leverage20.33
Implied volatility0.27

Reference data

ISIN CH1281051016
Symbol IFXVXZ
Security 128105101
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Infineon Technolo N, DE0006231004
Underlying ISIN DE0006231004
Strike 38.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 10
Value day 08.12.2023

Key figures

Premium 4.99%
Premium p.a. 65.07%
Leverage 55.52
Implied volatility 27.03%
Moneyness out-of-the-money
Leverage 20.3275
Delta 0.3662
Gamma 0.0139
Theta -0.0020
Rho 0.0010
Vega 0.0038
Fair value 0.07
Intrinsic value n.a.
Break-even 38.66
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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