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ZKB Call Warrant auf
EURO STOXX 50

ISIN: CH1281052311 Security: 128105231 Symbol: SX5JDZ Life cycle
Secondary market

Bid Price 0.62

Ask Price 0.63

Currency CHF

Exchange SIX Structured Products

Volume 100'000.00

Volume 100'000.00

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

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 0.62 0.63
Volume 100'000.00 100'000.00
Date/time 28.05.24 17:15 28.05.24 17:15

Current data

Last price paid 0.60
Change -11.76% [ -0.08 ]
Last traded volume n.a. Unit
Cumulative volume 5'000.00 Unit
Date/time 28.05.2024 17:15

Life cycle

Fixing19.07.2024
Settlement date20.12.2023
Last trading19.07.2024
Final fixing19.07.2024
Currency redemptionCHF

Performance

Perf. since issue +184.09%
Year to date (YTD) +300.00%
1 month -4.76%
3 months +36.36%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.22
Underlying price on issue4'546.42
Premium0.02%
Premium p.a.0.12%
Leverage22.45
Implied volatility0.13

Reference data

ISIN CH1281052311
Symbol SX5JDZ
Security 128105231
Exchange SIX Structured Products
Currency CHF
Expiry 26.07.2024
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 13.12.2023

Key figures

Premium 1.92%
Premium p.a. 11.87%
Leverage 39.86
Implied volatility 13.32%
Moneyness in-the-money
Leverage 22.4487
Delta 0.5632
Gamma 0.0000
Theta -0.0069
Rho 0.0218
Vega 0.0392
Fair value 0.48
Intrinsic value n.a.
Break-even 5'126.19
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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