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ZKB Call Warrant auf
Shell PLC

ISIN: CH1305147733 Security: 130514773 Symbol: SHEJXZ Life cycle
Secondary market

Bid Price 0.26

Ask Price 0.27

Currency CHF

Exchange SIX Structured Products

Volume 200'000.00

Volume 200'000.00

Date/time (delayed) 14.06.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 20.03.2024
Key Information Document DE 20.03.2024
Key Information Document EN 20.03.2024
Key Information Document FR 20.03.2024
Key Information Document IT 20.03.2024

Price data

  Bid Ask
Price 0.26 0.27
Volume 200'000.00 200'000.00
Date/time 14.06.24 17:15 14.06.24 17:15

Current data

Last price paid 0.27
Change -10.00% [ -0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 14.06.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date27.03.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +26.19%
Year to date (YTD) n.a.
1 month -55.00%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.21
Underlying price on issue30.53
Premium0.00%
Premium p.a.0.11%
Leverage19.83
Implied volatility0.20

Reference data

ISIN CH1305147733
Symbol SHEJXZ
Security 130514773
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Shell N, GB00BP6MXD84
Underlying ISIN GB00BP6MXD84
Strike 31.00
C/P type call
Subscription ratio 5.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 5
Value day 20.03.2024

Key figures

Premium 0.42%
Premium p.a. 11.00%
Leverage 23.19
Implied volatility 19.96%
Moneyness in-the-money
Leverage 19.8258
Delta 0.8550
Gamma 0.0375
Theta -0.0024
Rho 0.0019
Vega 0.0027
Fair value 0.03
Intrinsic value n.a.
Break-even 32.39
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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