Inhaltsseite: Home

ZKB Call Warrant auf
ASML Holding NV

ISIN: CH1305143179 Security: 130514317 Symbol: ASMV1Z Life cycle
Secondary market

Bid Price 0.005

Ask Price 0.015

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 17.06.2024 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 0.005 0.015
Volume 1'000'000.00 250'000.00
Date/time 17.06.24 17:15 17.06.24 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 13.06.2024 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 -97.44%
Year to date (YTD) n.a.
1 month n.a.
3 months -91.18%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.39
Underlying price on issue953.00
Premium0.12%
Premium p.a.3.82%
Leverage41.24
Implied volatility0.35

Reference data

ISIN CH1305143179
Symbol ASMV1Z
Security 130514317
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying ASML Hldg Rg, NL0010273215
Underlying ISIN NL0010273215
Strike 1'080.00
C/P type call
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 100
Value day 08.03.2024

Key figures

Premium 11.52%
Premium p.a. 382.16%
Leverage 926.49
Implied volatility 35.44%
Moneyness out-of-the-money
Leverage 41.2362
Delta 0.0445
Gamma 0.0000
Theta -0.0023
Rho 0.0001
Vega 0.0015
Fair value 0.01
Intrinsic value n.a.
Break-even 1'081.05
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

Ajax loading