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ZKB Call Warrant auf
Hermes International SA

ISIN: CH1305153830 Security: 130515383 Symbol: RMSR0Z Life cycle
Secondary market

Bid Price 0.025

Ask Price 0.035

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

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 0.025 0.035
Volume 1'000'000.00 250'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.03
Change -14.29% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 29.05.2024 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 -78.57%
Year to date (YTD) n.a.
1 month -68.42%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.14
Underlying price on issue2'365.00
Premium0.25%
Premium p.a.0.76%
Leverage14.72
Implied volatility0.27

Reference data

ISIN CH1305153830
Symbol RMSR0Z
Security 130515383
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Hermes Intl, FR0000052292
Underlying ISIN FR0000052292
Strike 2'687.94
C/P type call
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 24.78%
Premium p.a. 76.02%
Leverage 142.17
Implied volatility 26.60%
Moneyness out-of-the-money
Leverage 14.7171
Delta 0.1035
Gamma 0.0000
Theta -0.0005
Rho 0.0013
Vega 0.0044
Fair value 0.03
Intrinsic value n.a.
Break-even 2'715.31
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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