Inhaltsseite: Home

ZKB Call Warrant auf
Kering SA

ISIN: CH1305152709 Security: 130515270 Symbol: KERBAZ Life cycle
Secondary market

Bid Price 0.05

Ask Price 0.06

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 29.05.2024 09:22:02

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 24.04.2024
Key Information Document DE 24.04.2024
Key Information Document EN 24.04.2024
Key Information Document FR 24.04.2024
Key Information Document IT 24.04.2024

Price data

  Bid Ask
Price 0.05 0.06
Volume 1'000'000.00 250'000.00
Date/time 29.05.24 09:22 29.05.24 09:22

Current data

Last price paid 0.06
Change -14.29% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 22.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date02.05.2024
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -8.33%
Year to date (YTD) n.a.
1 month n.a.
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.06
Underlying price on issue323.58
Premium0.22%
Premium p.a.0.67%
Leverage11.08
Implied volatility0.31

Reference data

ISIN CH1305152709
Symbol KERBAZ
Security 130515270
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Kering, FR0000121485
Underlying ISIN FR0000121485
Strike 400.00
C/P type call
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 100
Value day 24.04.2024

Key figures

Premium 22.47%
Premium p.a. 67.22%
Leverage 59.65
Implied volatility 30.97%
Moneyness out-of-the-money
Leverage 11.0804
Delta 0.1858
Gamma 0.0000
Theta -0.0007
Rho 0.0019
Vega 0.0051
Fair value 0.06
Intrinsic value n.a.
Break-even 405.55
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

Ajax loading