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ZKB Call Warrant auf
EURO STOXX 50

ISIN: CH1305149184 Security: 130514918 Symbol: SX5UUZ Life cycle
Secondary market

Bid Price 0.09

Ask Price 0.10

Currency CHF

Exchange SIX Structured Products

Volume 575'000.00

Volume 300'000.00

Date/time (delayed) 28.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 26.03.2024
Key Information Document DE 26.03.2024
Key Information Document EN 26.03.2024
Key Information Document FR 26.03.2024
Key Information Document IT 26.03.2024

Price data

  Bid Ask
Price 0.09 0.10
Volume 575'000.00 300'000.00
Date/time 28.05.24 17:15 28.05.24 17:15

Current data

Last price paid 0.10
Change -9.09% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 28.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date04.04.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -54.76%
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 price0.21
Underlying price on issue5'055.46
Premium0.16%
Premium p.a.0.26%
Leverage22.95
Implied volatility0.13

Reference data

ISIN CH1305149184
Symbol SX5UUZ
Security 130514918
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying EURO STOXX 50 Price EUR, EU0009658145
Underlying ISIN EU0009658145
Strike 5'800.00
C/P type call
Subscription ratio 200.00
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 200
Value day 26.03.2024

Key figures

Premium 15.70%
Premium p.a. 25.69%
Leverage 262.22
Implied volatility 12.53%
Moneyness out-of-the-money
Leverage 22.9462
Delta 0.0875
Gamma 0.0000
Theta -0.0013
Rho 0.0110
Vega 0.0308
Fair value 0.10
Intrinsic value n.a.
Break-even 5'819.18
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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