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ZKB Call Warrant auf
ASML Holding NV

ISIN: CH1305134434 Security: 130513443 Symbol: ASMCWZ Life cycle
Secondary market

Bid Price 0.45

Ask Price 0.46

Currency CHF

Exchange SIX Structured Products

Volume 125'000.00

Volume 125'000.00

Date/time (delayed) 17.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 31.01.2024
Key Information Document DE 31.01.2024
Key Information Document EN 31.01.2024
Key Information Document FR 31.01.2024
Key Information Document IT 31.01.2024

Price data

  Bid Ask
Price 0.45 0.46
Volume 125'000.00 125'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.46
Change -4.17% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date07.02.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue +19.74%
Year to date (YTD) n.a.
1 month -20.69%
3 months -31.34%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.38
Underlying price on issue794.35
Premium0.23%
Premium p.a.0.36%
Leverage6.43
Implied volatility0.34

Reference data

ISIN CH1305134434
Symbol ASMCWZ
Security 130513443
Exchange SIX Structured Products
Currency CHF
Expiry 31.12.2024
Underlying ASML Hldg Rg, NL0010273215
Underlying ISIN NL0010273215
Strike 1'000.00
C/P type call
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 100
Value day 31.01.2024

Key figures

Premium 22.54%
Premium p.a. 36.08%
Leverage 18.51
Implied volatility 33.60%
Moneyness out-of-the-money
Leverage 6.4347
Delta 0.3476
Gamma 0.0000
Theta -0.0020
Rho 0.0154
Vega 0.0245
Fair value 0.46
Intrinsic value n.a.
Break-even 1'046.12
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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