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ZKB Put Warrant auf
Hermes International SA

ISIN: CH1305153996 Security: 130515399 Symbol: RMSYTZ Life cycle
Secondary market

Bid Price 0.27

Ask Price 0.28

Currency CHF

Exchange SIX Structured Products

Volume 200'000.00

Volume 200'000.00

Date/time (delayed) 26.06.2024 10:04:48

Sell Buy 

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Price data

  Bid Ask
Price 0.27 0.28
Volume 200'000.00 200'000.00
Date/time 26.06.24 10:04 26.06.24 10:04

Current data

Last price paid 0.29
Change -6.45% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 25.06.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date02.05.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue +1.85%
Year to date (YTD) n.a.
1 month -12.12%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.27
Underlying price on issue2'365.00
Premium0.07%
Premium p.a.0.14%
Leverage6.49
Implied volatility0.26

Reference data

ISIN CH1305153996
Symbol RMSYTZ
Security 130515399
Exchange SIX Structured Products
Currency CHF
Expiry 31.12.2024
Underlying Hermes Intl, FR0000052292
Underlying ISIN FR0000052292
Strike 2'190.18
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 7.32%
Premium p.a. 14.21%
Leverage 15.47
Implied volatility 26.28%
Moneyness out-of-the-money
Leverage 6.5294
Delta -0.4220
Gamma 0.0000
Theta -0.0007
Rho -0.0084
Vega 0.0119
Fair value 0.28
Intrinsic value n.a.
Break-even 2'056.58
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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