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ZKB Put Warrant auf
Shell PLC

ISIN: CH1305147790 Security: 130514779 Symbol: SHEJHZ Life cycle
Secondary market

Bid Price 0.17

Ask Price 0.18

Currency CHF

Exchange SIX Structured Products

Volume 300'000.00

Volume 300'000.00

Date/time (delayed) 31.05.2024 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 0.17 0.18
Volume 300'000.00 300'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.18
Change -5.26% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 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 -59.30%
Year to date (YTD) n.a.
1 month -14.29%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.43
Underlying price on issue30.53
Premium0.12%
Premium p.a.0.21%
Leverage9.00
Implied volatility0.22

Reference data

ISIN CH1305147790
Symbol SHEJHZ
Security 130514779
Exchange SIX Structured Products
Currency CHF
Expiry 31.12.2024
Underlying Shell N, GB00BP6MXD84
Underlying ISIN GB00BP6MXD84
Strike 30.00
C/P type put
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 12.34%
Premium p.a. 21.05%
Leverage 37.19
Implied volatility 22.39%
Moneyness out-of-the-money
Leverage 9.0010
Delta -0.2420
Gamma 0.0111
Theta -0.0008
Rho -0.0091
Vega 0.0154
Fair value 0.18
Intrinsic value n.a.
Break-even 29.11
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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