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ZKB Call Warrant auf
EURO STOXX 50

ISIN: CH1305143658 Security: 130514365 Symbol: SX51AZ Life cycle
Secondary market

Bid Price 0.015

Ask Price 0.025

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 28.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 08.03.2024
Key Information Document DE 08.03.2024
Key Information Document EN 08.03.2024
Key Information Document FR 08.03.2024
Key Information Document IT 08.03.2024

Price data

  Bid Ask
Price 0.015 0.025
Volume 1'000'000.00 250'000.00
Date/time 28.05.24 17:15 28.05.24 17:15

Current data

Last price paid 0.025
Change -16.67% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 28.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date15.03.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -85.71%
Year to date (YTD) n.a.
1 month -61.54%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.14
Underlying price on issue4'982.62
Premium0.05%
Premium p.a.0.64%
Leverage72.60
Implied volatility0.11

Reference data

ISIN CH1305143658
Symbol SX51AZ
Security 130514365
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying EURO STOXX 50 Price EUR, EU0009658145
Underlying ISIN EU0009658145
Strike 5'300.00
C/P type call
Subscription ratio 200.00
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 200
Value day 08.03.2024

Key figures

Premium 5.45%
Premium p.a. 64.22%
Leverage 1'245.70
Implied volatility 11.16%
Moneyness out-of-the-money
Leverage 72.5984
Delta 0.0583
Gamma 0.0000
Theta -0.0018
Rho 0.0012
Vega 0.0084
Fair value 0.02
Intrinsic value n.a.
Break-even 5'304.04
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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