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ZKB Call Warrant auf
EURO STOXX 50

ISIN: CH1305142171 Security: 130514217 Symbol: SX5EPZ Life cycle
Secondary market

Bid Price 0.16

Ask Price 0.17

Currency CHF

Exchange SIX Structured Products

Volume 325'000.00

Volume 325'000.00

Date/time (delayed) 13.05.2024 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 0.16 0.17
Volume 325'000.00 325'000.00
Date/time 13.05.24 17:15 13.05.24 17:15

Current data

Last price paid 0.16
Change +33.33% [ +0.04 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 10.05.2024 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 +10.00%
Year to date (YTD) n.a.
1 month +6.67%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.15
Underlying price on issue4'903.05
Premium0.03%
Premium p.a.0.24%
Leverage42.66
Implied volatility0.11

Reference data

ISIN CH1305142171
Symbol SX5EPZ
Security 130514217
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying EURO STOXX 50 Price EUR, EU0009658145
Underlying ISIN EU0009658145
Strike 5'200.00
C/P type call
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 3.07%
Premium p.a. 24.34%
Leverage 150.67
Implied volatility 10.82%
Moneyness out-of-the-money
Leverage 42.6612
Delta 0.2831
Gamma 0.0000
Theta -0.0048
Rho 0.0085
Vega 0.0298
Fair value 0.17
Intrinsic value n.a.
Break-even 5'233.70
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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