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ZKB Put Warrant auf
EURO STOXX 50

ISIN: CH1305149234 Security: 130514923 Symbol: SX5B6Z 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) 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 0.17 0.18
Volume 300'000.00 300'000.00
Date/time 28.05.24 17:15 28.05.24 17:15

Current data

Last price paid 0.17
Change +13.33% [ +0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 28.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date04.04.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -66.35%
Year to date (YTD) n.a.
1 month -64.58%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.52
Underlying price on issue5'055.46
Premium0.02%
Premium p.a.0.27%
Leverage43.78
Implied volatility0.12

Reference data

ISIN CH1305149234
Symbol SX5B6Z
Security 130514923
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying EURO STOXX 50 Price EUR, EU0009658145
Underlying ISIN EU0009658145
Strike 4'950.00
C/P type put
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 2.30%
Premium p.a. 27.08%
Leverage 142.38
Implied volatility 12.00%
Moneyness out-of-the-money
Leverage 43.7831
Delta -0.3075
Gamma 0.0000
Theta -0.0035
Rho -0.0068
Vega 0.0255
Fair value 0.18
Intrinsic value n.a.
Break-even 4'914.67
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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