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ZKB Put Warrant auf
EURO STOXX 50

ISIN: CH1305136710 Security: 130513671 Symbol: SX5JZZ Life cycle
Secondary market

Bid Price 0.76

Ask Price 0.77

Currency CHF

Exchange SIX Structured Products

Volume 75'000.00

Volume 75'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 12.02.2024
Key Information Document DE 12.02.2024
Key Information Document EN 12.02.2024
Key Information Document FR 12.02.2024
Key Information Document IT 12.02.2024

Price data

  Bid Ask
Price 0.76 0.77
Volume 75'000.00 75'000.00
Date/time 28.05.24 17:15 28.05.24 17:15

Current data

Last price paid 0.76
Change +2.70% [ +0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 28.05.2024 17:20

Life cycle

Fixing21.03.2025
Settlement date19.02.2024
Last trading21.03.2025
Final fixing21.03.2025
Currency redemptionCHF

Performance

Perf. since issue -53.64%
Year to date (YTD) n.a.
1 month -21.65%
3 months -37.19%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price1.65
Underlying price on issue4'736.05
Premium0.08%
Premium p.a.0.09%
Leverage10.25
Implied volatility0.15

Reference data

ISIN CH1305136710
Symbol SX5JZZ
Security 130513671
Exchange SIX Structured Products
Currency CHF
Expiry 28.03.2025
Underlying EURO STOXX 50 Price EUR, EU0009658145
Underlying ISIN EU0009658145
Strike 4'800.00
C/P type put
Subscription ratio 200.00
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 200
Value day 12.02.2024

Key figures

Premium 7.61%
Premium p.a. 9.14%
Leverage 32.56
Implied volatility 15.20%
Moneyness out-of-the-money
Leverage 10.2455
Delta -0.3147
Gamma 0.0000
Theta -0.0005
Rho -0.0751
Vega 0.0796
Fair value 0.77
Intrinsic value n.a.
Break-even 4'645.57
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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