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ZKB Put Warrant auf
Hermes International SA

ISIN: CH1305153962 Security: 130515396 Symbol: RMSVAZ Life cycle
Secondary market

Bid Price 0.38

Ask Price 0.39

Currency CHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 02.05.2024
Key Information Document DE 02.05.2024
Key Information Document EN 02.05.2024
Key Information Document FR 02.05.2024
Key Information Document IT 02.05.2024

Price data

  Bid Ask
Price 0.38 0.39
Volume 150'000.00 150'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.39
Change -4.88% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 30.05.2024 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 +32.76%
Year to date (YTD) n.a.
1 month +8.33%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.29
Underlying price on issue2'365.00
Premium0.02%
Premium p.a.0.07%
Leverage6.75
Implied volatility0.26

Reference data

ISIN CH1305153962
Symbol RMSVAZ
Security 130515396
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Hermes Intl, FR0000052292
Underlying ISIN FR0000052292
Strike 2'309.64
C/P type put
Subscription ratio 497.76
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 497.76
Value day 24.04.2024

Key figures

Premium 2.41%
Premium p.a. 7.40%
Leverage 11.08
Implied volatility 25.76%
Moneyness in-the-money
Leverage 6.7465
Delta -0.6091
Gamma 0.0000
Theta -0.0007
Rho -0.0097
Vega 0.0093
Fair value 0.10
Intrinsic value n.a.
Break-even 2'123.53
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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