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ZKB Call Warrant auf
Hermes International SA

ISIN: CH1305153798 Security: 130515379 Symbol: RMSBWZ Life cycle
Secondary market

Bid Price 0.02

Ask Price 0.03

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 28.05.2024 05:15:01

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 0.02 0.03
Volume 1'000'000.00 250'000.00
Date/time 28.05.24 17:15 28.05.24 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 28.05.2024 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 -87.50%
Year to date (YTD) n.a.
1 month -81.25%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.20
Underlying price on issue2'364.50
Premium0.11%
Premium p.a.1.26%
Leverage24.50
Implied volatility0.29

Reference data

ISIN CH1305153798
Symbol RMSBWZ
Security 130515379
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Hermes Intl, FR0000052292
Underlying ISIN FR0000052292
Strike 2'389.28
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 10.67%
Premium p.a. 125.64%
Leverage 172.77
Implied volatility 28.55%
Moneyness out-of-the-money
Leverage 24.4980
Delta 0.1418
Gamma 0.0000
Theta -0.0014
Rho 0.0005
Vega 0.0028
Fair value 0.03
Intrinsic value n.a.
Break-even 2'412.62
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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