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ZKB Put Warrant auf
EURO STOXX 50

ISIN: CH1305136785 Security: 130513678 Symbol: SX5NYZ Life cycle
Secondary market

Bid Price 0.24

Ask Price 0.25

Currency CHF

Exchange SIX Structured Products

Volume 200'000.00

Volume 200'000.00

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 0.24 0.25
Volume 200'000.00 200'000.00
Date/time 28.05.24 17:15 28.05.24 17:15

Current data

Last price paid 0.24
Change -4.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 27.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date19.02.2024
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -75.98%
Year to date (YTD) n.a.
1 month -45.45%
3 months -63.64%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price1.02
Underlying price on issue4'736.05
Premium0.08%
Premium p.a.0.23%
Leverage19.76
Implied volatility0.15

Reference data

ISIN CH1305136785
Symbol SX5NYZ
Security 130513678
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying EURO STOXX 50 Price EUR, EU0009658145
Underlying ISIN EU0009658145
Strike 4'700.00
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 7.54%
Premium p.a. 22.55%
Leverage 101.70
Implied volatility 15.12%
Moneyness out-of-the-money
Leverage 19.7572
Delta -0.1943
Gamma 0.0000
Theta -0.0015
Rho -0.0182
Vega 0.0395
Fair value 0.25
Intrinsic value n.a.
Break-even 4'650.54
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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