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ZKB Put Warrant auf
EURO STOXX 50

ISIN: CH1305142262 Security: 130514226 Symbol: SX5K4Z Life cycle
Secondary market

Bid Price 0.025

Ask Price 0.035

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 07.06.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 04.03.2024
Key Information Document DE 04.03.2024
Key Information Document EN 04.03.2024
Key Information Document FR 04.03.2024
Key Information Document IT 04.03.2024

Price data

  Bid Ask
Price 0.025 0.035
Volume 1'000'000.00 250'000.00
Date/time 07.06.24 17:15 07.06.24 17:15

Current data

Last price paid 0.035
Change -30.00% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 06.06.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date11.03.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -95.00%
Year to date (YTD) n.a.
1 month -85.42%
3 months -93.75%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.60
Underlying price on issue4'902.05
Premium0.05%
Premium p.a.0.89%
Leverage60.55
Implied volatility0.15

Reference data

ISIN CH1305142262
Symbol SX5K4Z
Security 130514226
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
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 04.03.2024

Key figures

Premium 5.13%
Premium p.a. 89.18%
Leverage 815.79
Implied volatility 15.18%
Moneyness out-of-the-money
Leverage 60.5464
Delta -0.0742
Gamma 0.0000
Theta -0.0026
Rho -0.0011
Vega 0.0082
Fair value 0.03
Intrinsic value n.a.
Break-even 4'793.81
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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