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ZKB Call Warrant auf
Fresenius SE & Co. KGaA

ISIN: CH1305143013 Security: 130514301 Symbol: FRE0PZ Life cycle
Secondary market

Bid Price 0.085

Ask Price 0.095

Currency CHF

Exchange SIX Structured Products

Volume 600'000.00

Volume 300'000.00

Date/time (delayed) 03.06.2024 12:31:02

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 05.03.2024
Key Information Document DE 05.03.2024
Key Information Document EN 05.03.2024
Key Information Document FR 05.03.2024
Key Information Document IT 05.03.2024

Price data

  Bid Ask
Price 0.085 0.095
Volume 600'000.00 300'000.00
Date/time 03.06.24 12:31 03.06.24 12:31

Current data

Last price paid 0.08
Change -5.88% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 29.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date12.03.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +50.00%
Year to date (YTD) n.a.
1 month +23.08%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.06
Underlying price on issue25.58
Premium0.01%
Premium p.a.0.19%
Leverage12.30
Implied volatility0.29

Reference data

ISIN CH1305143013
Symbol FRE0PZ
Security 130514301
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Fresenius I, DE0005785604
Underlying ISIN DE0005785604
Strike 28.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 05.03.2024

Key figures

Premium 1.30%
Premium p.a. 19.03%
Leverage 15.98
Implied volatility 29.09%
Moneyness in-the-money
Leverage 12.2962
Delta 0.7697
Gamma 0.0069
Theta -0.0008
Rho 0.0007
Vega 0.0011
Fair value 0.02
Intrinsic value n.a.
Break-even 29.84
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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