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ZKB Call Warrant auf
EURO STOXX 50

ISIN: CH1305129780 Security: 130512978 Symbol: SX55MZ Life cycle
Secondary market

Bid Price 2.85

Ask Price 2.86

Currency CHF

Exchange SIX Structured Products

Volume 25'000.00

Volume 25'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 09.01.2024
Key Information Document DE 09.01.2024
Key Information Document EN 09.01.2024
Key Information Document FR 09.01.2024
Key Information Document IT 09.01.2024

Price data

  Bid Ask
Price 2.85 2.86
Volume 25'000.00 25'000.00
Date/time 28.05.24 17:15 28.05.24 17:15

Current data

Last price paid 2.86
Change -3.05% [ -0.09 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 28.05.2024 17:20

Life cycle

Fixing16.08.2024
Settlement date16.01.2024
Last trading16.08.2024
Final fixing16.08.2024
Currency redemptionCHF

Performance

Perf. since issue +210.33%
Year to date (YTD) n.a.
1 month +8.75%
3 months +37.50%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.92
Underlying price on issue4'466.67
Premium0.01%
Premium p.a.0.04%
Leverage7.47
Implied volatility0.22

Reference data

ISIN CH1305129780
Symbol SX55MZ
Security 130512978
Exchange SIX Structured Products
Currency CHF
Expiry 23.08.2024
Underlying EURO STOXX 50 Price EUR, EU0009658145
Underlying ISIN EU0009658145
Strike 4'500.00
C/P type call
Subscription ratio 200.00
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 200
Value day 09.01.2024

Key figures

Premium 0.93%
Premium p.a. 3.90%
Leverage 8.73
Implied volatility 22.47%
Moneyness in-the-money
Leverage 7.4703
Delta 0.8561
Gamma 0.0000
Theta -0.0071
Rho 0.0492
Vega 0.0266
Fair value 0.23
Intrinsic value n.a.
Break-even 5'076.44
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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