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ZKB Call Warrant auf
Salesforce.com Inc

ISIN: CH1305146883 Security: 130514688 Symbol: CRM3WZ Life cycle
Secondary market

Bid Price 0.10

Ask Price 0.11

Currency CHF

Exchange SIX Structured Products

Volume 500'000.00

Volume 500'000.00

Date/time (delayed) 17.05.2024 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 0.10 0.11
Volume 500'000.00 500'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.10
Change +11.11% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 16.05.2024 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 -69.12%
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 price0.34
Underlying price on issue301.36
Premium0.10%
Premium p.a.0.89%
Leverage14.22
Implied volatility0.35

Reference data

ISIN CH1305146883
Symbol CRM3WZ
Security 130514688
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Salesforce.com Rg, US79466L3024
Underlying ISIN US79466L3024
Strike 310.00
C/P type call
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 50
Value day 20.03.2024

Key figures

Premium 10.24%
Premium p.a. 88.96%
Leverage 49.54
Implied volatility 35.26%
Moneyness out-of-the-money
Leverage 14.2238
Delta 0.2871
Gamma 0.0002
Theta -0.0027
Rho 0.0016
Vega 0.0060
Fair value 0.11
Intrinsic value n.a.
Break-even 315.78
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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