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ZKB Call Warrant auf
EURO STOXX Banks

ISIN: CH1305138575 Security: 130513857 Symbol: SX77RZ Life cycle
redeemed

Bid Price 0.51

Ask Price 0.52

Currency CHF

Exchange SIX Structured Products

Volume 100'000.00

Volume 100'000.00

Date/time (delayed) 21.06.2024 12:00:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 21.02.2024
Key Information Document DE 21.02.2024
Key Information Document EN 21.02.2024
Key Information Document FR 21.02.2024
Key Information Document IT 21.02.2024

Price data

  Bid Ask
Price 0.51 0.52
Volume 100'000.00 100'000.00
Date/time 21.06.24 12:00 21.06.24 12:00

Current data

Last price paid 0.52
Change -18.75% [ -0.12 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 21.06.2024 12:05

Life cycle

Key figures on issue

Issue price0.12
Underlying price on issue121.32
Premium0.00%
Premium p.a.0.04%
Leverage12.41
Implied volatility0.27

Reference data

ISIN CH1305138575
Symbol SX77RZ
Security 130513857
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying EURO STOXX Banks Price, EU0009658426
Underlying ISIN EU0009658426
Strike 125.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 20
Value day 21.02.2024

Key figures

Premium 0.08%
Premium p.a. 4.16%
Leverage 12.57
Implied volatility 26.87%
Moneyness in-the-money
Leverage 12.4091
Delta 0.9875
Gamma 0.0103
Theta -0.0011
Rho 0.0012
Vega 0.0003
Fair value 0.01
Intrinsic value n.a.
Break-even 135.80
SSPA value at risk n.a.
SSPA risk rating n.a.

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