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ZKB Put Warrant auf
Hermes International SA

ISIN: CH1305154036 Security: 130515403 Symbol: RMSWRZ Life cycle
Secondary market

Bid Price 0.60

Ask Price 0.61

Currency CHF

Exchange SIX Structured Products

Volume 100'000.00

Volume 100'000.00

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 0.60 0.61
Volume 100'000.00 100'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.61
Change -4.69% [ -0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 30.05.2024 17:20

Life cycle

Fixing21.03.2025
Settlement date02.05.2024
Last trading21.03.2025
Final fixing21.03.2025
Currency redemptionCHF

Performance

Perf. since issue +21.00%
Year to date (YTD) n.a.
1 month +7.02%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.50
Underlying price on issue2'365.50
Premium0.03%
Premium p.a.0.04%
Leverage4.35
Implied volatility0.25

Reference data

ISIN CH1305154036
Symbol RMSWRZ
Security 130515403
Exchange SIX Structured Products
Currency CHF
Expiry 28.03.2025
Underlying Hermes Intl, FR0000052292
Underlying ISIN FR0000052292
Strike 2'389.28
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 3.49%
Premium p.a. 4.23%
Leverage 7.02
Implied volatility 24.83%
Moneyness in-the-money
Leverage 4.3464
Delta -0.6191
Gamma 0.0000
Theta -0.0004
Rho -0.0162
Vega 0.0142
Fair value 0.15
Intrinsic value n.a.
Break-even 2'091.32
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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