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ZKB Call Warrant auf
EURO STOXX 50

ISIN: CH1281052287 Security: 128105228 Symbol: SX5TRZ Life cycle
redeemed

Bid Price n.a.

Ask Price n.a.

Currency n.a.

Exchange SIX Structured Products

Volume n.a.

Volume n.a.

Date/time (delayed) n.a. n.a.

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 13.12.2023
Key Information Document DE 13.12.2023
Key Information Document EN 13.12.2023
Key Information Document FR 13.12.2023
Key Information Document IT 13.12.2023

Price data

  Bid Ask
Price n.a. n.a.
Volume n.a. n.a.
Date/time n.a. n.a. n.a. n.a.

Current data

Last price paid n.a.
Change -6.94% [ -0.05 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time n.a. n.a.

Life cycle

Fixing17.05.2024
Settlement date20.12.2023
Last trading17.05.2024
Final fixing17.05.2024
Currency redemptionCHF

Performance

Perf. since issue +312.50%
Year to date (YTD) +509.09%
1 month +103.03%
3 months +252.63%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.16
Underlying price on issue4'546.42
Premium0.00%
Premium p.a.0.05%
Leverage33.71
Implied volatility0.13

Reference data

ISIN CH1281052287
Symbol SX5TRZ
Security 128105228
Exchange SIX Structured Products
Currency CHF
Expiry 27.05.2024
Underlying EURO STOXX 50 Price EUR, EU0009658145
Underlying ISIN EU0009658145
Strike 4'925.00
C/P type call
Subscription ratio 200.00
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 200
Value day 13.12.2023

Key figures

Premium 0.13%
Premium p.a. 4.70%
Leverage 37.74
Implied volatility 12.58%
Moneyness in-the-money
Leverage 33.7125
Delta 0.8933
Gamma 0.0000
Theta -0.0088
Rho 0.0061
Vega 0.0075
Fair value 0.03
Intrinsic value n.a.
Break-even 5'058.87
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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