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ZKB Call Warrant auf
Kering SA

ISIN: CH1305152816 Security: 130515281 Symbol: KERQZZ Life cycle
Secondary market

Bid Price 0.07

Ask Price 0.08

Currency CHF

Exchange SIX Structured Products

Volume 725'000.00

Volume 375'000.00

Date/time (delayed) 31.05.2024 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 0.07 0.08
Volume 725'000.00 375'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.08
Change -5.88% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 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 -16.67%
Year to date (YTD) n.a.
1 month -20.00%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.09
Underlying price on issue323.18
Premium0.41%
Premium p.a.0.50%
Leverage7.06
Implied volatility0.33

Reference data

ISIN CH1305152816
Symbol KERQZZ
Security 130515281
Exchange SIX Structured Products
Currency CHF
Expiry 28.03.2025
Underlying Kering, FR0000121485
Underlying ISIN FR0000121485
Strike 440.00
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 41.13%
Premium p.a. 49.87%
Leverage 41.45
Implied volatility 32.98%
Moneyness out-of-the-money
Leverage 7.0613
Delta 0.1704
Gamma 0.0000
Theta -0.0004
Rho 0.0035
Vega 0.0071
Fair value 0.08
Intrinsic value n.a.
Break-even 447.65
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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