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ZKB Call Warrant auf
Kering SA

ISIN: CH1305152600 Security: 130515260 Symbol: KEROCZ Life cycle
Secondary market

Bid Price 0.085

Ask Price 0.095

Currency CHF

Exchange SIX Structured Products

Volume 600'000.00

Volume 300'000.00

Date/time (delayed) 31.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 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 0.085 0.095
Volume 600'000.00 300'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.095
Change -5.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 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 -25.00%
Year to date (YTD) n.a.
1 month -32.14%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.12
Underlying price on issue323.58
Premium0.16%
Premium p.a.0.50%
Leverage9.94
Implied volatility0.31

Reference data

ISIN CH1305152600
Symbol KEROCZ
Security 130515260
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Kering, FR0000121485
Underlying ISIN FR0000121485
Strike 360.00
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 16.39%
Premium p.a. 50.27%
Leverage 34.54
Implied volatility 30.81%
Moneyness out-of-the-money
Leverage 9.9355
Delta 0.2877
Gamma 0.0001
Theta -0.0009
Rho 0.0026
Vega 0.0061
Fair value 0.09
Intrinsic value n.a.
Break-even 369.18
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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