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ZKB Call Warrant auf
EURO STOXX 50

ISIN: CH1281051610 Security: 128105161 Symbol: SX5TGZ Life cycle
Secondary market

Bid Price 2.78

Ask Price 2.79

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 11.12.2023
Key Information Document DE 11.12.2023
Key Information Document EN 11.12.2023
Key Information Document FR 11.12.2023
Key Information Document IT 11.12.2023

Price data

  Bid Ask
Price 2.78 2.79
Volume 50'000.00 50'000.00
Date/time 28.05.24 17:15 28.05.24 17:15

Current data

Last price paid 2.79
Change -2.11% [ -0.06 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 28.05.2024 17:20

Life cycle

Fixing21.03.2025
Settlement date18.12.2023
Last trading21.03.2025
Final fixing21.03.2025
Currency redemptionCHF

Performance

Perf. since issue +103.28%
Year to date (YTD) +144.74%
1 month +6.49%
3 months +32.23%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price1.37
Underlying price on issue4'528.45
Premium0.05%
Premium p.a.0.06%
Leverage6.02
Implied volatility0.21

Reference data

ISIN CH1281051610
Symbol SX5TGZ
Security 128105161
Exchange SIX Structured Products
Currency CHF
Expiry 28.03.2025
Underlying EURO STOXX 50 Price EUR, EU0009658145
Underlying ISIN EU0009658145
Strike 4'700.00
C/P type call
Subscription ratio 200.00
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 200
Value day 11.12.2023

Key figures

Premium 4.65%
Premium p.a. 5.58%
Leverage 8.94
Implied volatility 20.69%
Moneyness in-the-money
Leverage 6.0187
Delta 0.6729
Gamma 0.0000
Theta -0.0055
Rho 0.1246
Vega 0.0784
Fair value 1.16
Intrinsic value n.a.
Break-even 5'262.23
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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