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ZKB Call Warrant auf
EURO STOXX Banks

ISIN: CH1305138575 Security: 130513857 Symbol: SX77RZ Life cycle
Secondary market

Bid Price 0.42

Ask Price 0.43

Currency CHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 14.06.2024 05:15:00

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 0.42 0.43
Volume 150'000.00 150'000.00
Date/time 14.06.24 17:15 14.06.24 17:15

Current data

Last price paid 0.43
Change -24.56% [ -0.14 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 14.06.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date28.02.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +254.17%
Year to date (YTD) n.a.
1 month -59.05%
3 months +59.26%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.12
Underlying price on issue121.32
Premium0.00%
Premium p.a.0.08%
Leverage13.77
Implied volatility0.25

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 0.31%
Premium p.a. 8.05%
Leverage 14.96
Implied volatility 24.86%
Moneyness in-the-money
Leverage 13.7679
Delta 0.9201
Gamma 0.0074
Theta -0.0022
Rho 0.0022
Vega 0.0019
Fair value 0.02
Intrinsic value n.a.
Break-even 133.92
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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