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ZKB Call Warrant auf
EURO STOXX Banks

ISIN: CH1305129830 Security: 130512983 Symbol: SX75IZ Life cycle
Secondary market

Bid Price 0.44

Ask Price 0.45

Currency CHF

Exchange SIX Structured Products

Volume 125'000.00

Volume 125'000.00

Date/time (delayed) 26.06.2024 09:25:37

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 0.44 0.45
Volume 125'000.00 125'000.00
Date/time 26.06.24 09:25 26.06.24 09:25

Current data

Last price paid 0.44
Change -2.22% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 25.06.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date16.01.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue +122.50%
Year to date (YTD) n.a.
1 month -30.16%
3 months +22.22%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.20
Underlying price on issue121.80
Premium0.04%
Premium p.a.0.07%
Leverage5.91
Implied volatility0.22

Reference data

ISIN CH1305129830
Symbol SX75IZ
Security 130512983
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying EURO STOXX Banks Price, EU0009658426
Underlying ISIN EU0009658426
Strike 125.00
C/P type call
Subscription ratio 40.00
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 40
Value day 09.01.2024

Key figures

Premium 3.79%
Premium p.a. 7.12%
Leverage 7.45
Implied volatility 22.50%
Moneyness in-the-money
Leverage 5.9051
Delta 0.7930
Gamma 0.0009
Theta -0.0006
Rho 0.0128
Vega 0.0069
Fair value 0.13
Intrinsic value n.a.
Break-even 143.58
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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