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ZKB Call Warrant auf
Hugo Boss AG

ISIN: CH1305129202 Security: 130512920 Symbol: BOSR5Z Life cycle
redeemed

Bid Price 0.005

Ask Price 0.015

Currency CHF

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

Date/time (delayed) 21.06.2024 12:00:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 05.01.2024
Key Information Document DE 05.01.2024
Key Information Document EN 05.01.2024
Key Information Document FR 05.01.2024
Key Information Document IT 05.01.2024

Price data

  Bid Ask
Price 0.005 0.015
Volume 250'000.00 250'000.00
Date/time 21.06.24 12:00 21.06.24 12:00

Current data

Last price paid 0.01
Change -33.33% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 02.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date12.01.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -92.86%
Year to date (YTD) n.a.
1 month n.a.
3 months -77.78%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.14
Underlying price on issue62.80
Premium0.56%
Premium p.a.29.33%
Leverage9.84
Implied volatility1.88

Reference data

ISIN CH1305129202
Symbol BOSR5Z
Security 130512920
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Hugo Boss N, DE000A1PHFF7
Underlying ISIN DE000A1PHFF7
Strike 68.00
C/P type call
Subscription ratio 25.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 25
Value day 05.01.2024

Key figures

Premium 56.24%
Premium p.a. 2932.63%
Leverage 166.61
Implied volatility 188.32%
Moneyness out-of-the-money
Leverage 9.8354
Delta 0.0590
Gamma 0.0004
Theta -0.0034
Rho 0.0000
Vega 0.0003
Fair value 0.01
Intrinsic value n.a.
Break-even 68.26
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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