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ZKB Call Warrant auf
Shell PLC

ISIN: CH1305147766 Security: 130514776 Symbol: SHE6MZ Life cycle
Secondary market

Bid Price 0.41

Ask Price 0.42

Currency CHF

Exchange SIX Structured Products

Volume 125'000.00

Volume 125'000.00

Date/time (delayed) 17.06.2024 01:13:43

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 0.41 0.42
Volume 125'000.00 125'000.00
Date/time 17.06.24 13:13 17.06.24 13:13

Current data

Last price paid 0.40
Change -4.76% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 14.06.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date27.03.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue +22.06%
Year to date (YTD) n.a.
1 month -39.39%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.34
Underlying price on issue30.53
Premium0.05%
Premium p.a.0.10%
Leverage8.44
Implied volatility0.20

Reference data

ISIN CH1305147766
Symbol SHE6MZ
Security 130514776
Exchange SIX Structured Products
Currency CHF
Expiry 31.12.2024
Underlying Shell N, GB00BP6MXD84
Underlying ISIN GB00BP6MXD84
Strike 32.00
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 5.34%
Premium p.a. 9.89%
Leverage 14.94
Implied volatility 20.44%
Moneyness in-the-money
Leverage 8.4450
Delta 0.5653
Gamma 0.0166
Theta -0.0009
Rho 0.0155
Vega 0.0176
Fair value 0.33
Intrinsic value n.a.
Break-even 34.17
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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