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ZKB Call Warrant auf
ASML Holding NV

ISIN: CH1338495935 Security: 133849593 Symbol: ASMZ0Z Life cycle
Secondary market

Bid Price 1.00

Ask Price 1.01

Currency CHF

Exchange SIX Structured Products

Volume 50'000.00

Volume 50'000.00

Date/time (delayed) 10.06.2024 09:25:39

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 1.00 1.01
Volume 50'000.00 50'000.00
Date/time 10.06.24 09:25 10.06.24 09:25

Current data

Last price paid 1.11
Change +2.78% [ +0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 07.06.2024 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 +118.63%
Year to date (YTD) n.a.
1 month +170.73%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.51
Underlying price on issue854.70
Premium0.00%
Premium p.a.0.08%
Leverage7.78
Implied volatility0.36

Reference data

ISIN CH1338495935
Symbol ASMZ0Z
Security 133849593
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying ASML Hldg Rg, NL0010273215
Underlying ISIN NL0010273215
Strike 850.00
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 0.46%
Premium p.a. 7.96%
Leverage 8.35
Implied volatility 35.77%
Moneyness in-the-money
Leverage 7.7805
Delta 0.9322
Gamma 0.0000
Theta -0.0032
Rho 0.0044
Vega 0.0029
Fair value 0.04
Intrinsic value n.a.
Break-even 965.10
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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