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ZKB Call Warrant auf
EURO STOXX 50

ISIN: CH1305134897 Security: 130513489 Symbol: SX5NGZ 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) 28.05.2024 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 0.44 0.45
Volume 125'000.00 125'000.00
Date/time 28.05.24 17:15 28.05.24 17:15

Current data

Last price paid 0.45
Change -4.26% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 28.05.2024 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 +93.48%
Year to date (YTD) n.a.
1 month -4.26%
3 months +25.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.23
Underlying price on issue4'662.07
Premium0.09%
Premium p.a.0.15%
Leverage15.84
Implied volatility0.14

Reference data

ISIN CH1305134897
Symbol SX5NGZ
Security 130513489
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying EURO STOXX 50 Price EUR, EU0009658145
Underlying ISIN EU0009658145
Strike 5'400.00
C/P type call
Subscription ratio 200.00
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 200
Value day 31.01.2024

Key figures

Premium 9.15%
Premium p.a. 14.97%
Leverage 55.99
Implied volatility 13.63%
Moneyness out-of-the-money
Leverage 15.8420
Delta 0.2830
Gamma 0.0000
Theta -0.0032
Rho 0.0376
Vega 0.0653
Fair value 0.45
Intrinsic value n.a.
Break-even 5'489.84
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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