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ZKB Call Warrant auf
Shell PLC

ISIN: CH1305151107 Security: 130515110 Symbol: SHEJ0Z Life cycle
redeemed

Bid Price 0.001

Ask Price 0.02

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 21.06.2024 12:00:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 10.04.2024
Key Information Document DE 10.04.2024
Key Information Document EN 10.04.2024
Key Information Document FR 10.04.2024
Key Information Document IT 10.04.2024

Price data

  Bid Ask
Price 0.001 0.02
Volume 1'000'000.00 250'000.00
Date/time 21.06.24 12:00 21.06.24 12:00

Life cycle

Fixing21.06.2024
Settlement date17.04.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -92.50%
Year to date (YTD) n.a.
1 month -83.33%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.14
Underlying price on issue33.54
Premium0.07%
Premium p.a.3.77%
Leverage48.40
Implied volatility0.34

Reference data

ISIN CH1305151107
Symbol SHEJ0Z
Security 130515110
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Shell N, GB00BP6MXD84
Underlying ISIN GB00BP6MXD84
Strike 35.00
C/P type call
Subscription ratio 5.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 5
Value day 10.04.2024

Key figures

Premium 7.23%
Premium p.a. 377.24%
Leverage 593.64
Implied volatility 34.17%
Moneyness out-of-the-money
Leverage 48.4009
Delta 0.0815
Gamma 0.0202
Theta -0.0030
Rho 0.0001
Vega 0.0013
Fair value 0.01
Intrinsic value n.a.
Break-even 35.06
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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