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ZKB Call Warrant auf
Schneider Electric SE

ISIN: CH1305153582 Security: 130515358 Symbol: SU0JUZ Life cycle
Secondary market

Bid Price 0.37

Ask Price 0.38

Currency CHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 03.06.2024 11:07:05

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 0.37 0.38
Volume 150'000.00 150'000.00
Date/time 03.06.24 11:07 03.06.24 11:07

Current data

Last price paid 0.34
Change -10.53% [ -0.04 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date02.05.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +60.42%
Year to date (YTD) n.a.
1 month +70.00%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.24
Underlying price on issue214.30
Premium0.01%
Premium p.a.0.16%
Leverage11.64
Implied volatility0.29

Reference data

ISIN CH1305153582
Symbol SU0JUZ
Security 130515358
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Schneider El, FR0000121972
Underlying ISIN FR0000121972
Strike 215.00
C/P type call
Subscription ratio 40.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 40
Value day 24.04.2024

Key figures

Premium 1.11%
Premium p.a. 16.24%
Leverage 14.50
Implied volatility 29.17%
Moneyness in-the-money
Leverage 11.6354
Delta 0.8024
Gamma 0.0004
Theta -0.0028
Rho 0.0028
Vega 0.0040
Fair value 0.06
Intrinsic value n.a.
Break-even 230.74
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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