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ZKB Call Warrant auf
Shell PLC

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

Bid Price 0.085

Ask Price 0.095

Currency CHF

Exchange SIX Structured Products

Volume 600'000.00

Volume 300'000.00

Date/time (delayed) 27.09.2024 02:35:23

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 0.085 0.095
Volume 600'000.00 300'000.00
Date/time 27.09.24 14:35 27.09.24 14:35

Current data

Last price paid 0.09
Change -35.71% [ -0.05 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 26.09.2024 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 -73.53%
Year to date (YTD) n.a.
1 month -75.00%
3 months -80.85%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.34
Underlying price on issue30.53
Premium0.10%
Premium p.a.0.39%
Leverage15.49
Implied volatility0.22

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 10.21%
Premium p.a. 39.22%
Leverage 61.66
Implied volatility 22.37%
Moneyness out-of-the-money
Leverage 15.4879
Delta 0.2512
Gamma 0.0200
Theta -0.0011
Rho 0.0032
Vega 0.0090
Fair value 0.09
Intrinsic value n.a.
Break-even 32.48
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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