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ZKB Call Warrant auf
Salesforce.com Inc

ISIN: CH1305142809 Security: 130514280 Symbol: CRMBOZ Life cycle
Secondary market

Bid Price 0.01

Ask Price 0.02

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 27.09.2024 05:15:00

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 0.01 0.02
Volume 1'000'000.00 250'000.00
Date/time 27.09.24 17:15 27.09.24 17:15

Current data

Last price paid 0.015
Change -25.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 16.09.2024 17:20

Life cycle

Fixing17.01.2025
Settlement date12.03.2024
Last trading17.01.2025
Final fixing17.01.2025
Currency redemptionCHF

Performance

Perf. since issue -91.67%
Year to date (YTD) n.a.
1 month n.a.
3 months -25.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.18
Underlying price on issue311.14
Premium0.63%
Premium p.a.1.88%
Leverage11.17
Implied volatility0.42

Reference data

ISIN CH1305142809
Symbol CRMBOZ
Security 130514280
Exchange SIX Structured Products
Currency CHF
Expiry 27.01.2025
Underlying Salesforce.com Rg, US79466L3024
Underlying ISIN US79466L3024
Strike 450.00
C/P type call
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 50
Value day 05.03.2024

Key figures

Premium 62.95%
Premium p.a. 188.32%
Leverage 310.97
Implied volatility 42.45%
Moneyness out-of-the-money
Leverage 11.1727
Delta 0.0359
Gamma 0.0000
Theta -0.0004
Rho 0.0005
Vega 0.0021
Fair value 0.02
Intrinsic value n.a.
Break-even 450.89
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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