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ZKB Call Warrant auf
EURO STOXX 50

ISIN: CH1305152824 Security: 130515282 Symbol: SX5GCZ Life cycle
Secondary market

Bid Price 0.61

Ask Price 0.62

Currency CHF

Exchange SIX Structured Products

Volume 100'000.00

Volume 100'000.00

Date/time (delayed) 28.05.2024 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 0.61 0.62
Volume 100'000.00 100'000.00
Date/time 28.05.24 17:15 28.05.24 17:15

Current data

Last price paid 0.62
Change -4.62% [ -0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 28.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date02.05.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -16.89%
Year to date (YTD) n.a.
1 month -1.59%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.74
Underlying price on issue5'026.39
Premium0.08%
Premium p.a.0.13%
Leverage14.21
Implied volatility0.14

Reference data

ISIN CH1305152824
Symbol SX5GCZ
Security 130515282
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying EURO STOXX 50 Price EUR, EU0009658145
Underlying ISIN EU0009658145
Strike 5'300.00
C/P type call
Subscription ratio 200.00
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 200
Value day 24.04.2024

Key figures

Premium 7.83%
Premium p.a. 12.81%
Leverage 40.51
Implied volatility 14.09%
Moneyness out-of-the-money
Leverage 14.2078
Delta 0.3507
Gamma 0.0000
Theta -0.0038
Rho 0.0471
Vega 0.0714
Fair value 0.62
Intrinsic value n.a.
Break-even 5'424.17
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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