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ZKB Put Warrant auf
Hermes International SA

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

Bid Price 0.32

Ask Price 0.33

Currency CHF

Exchange SIX Structured Products

Volume 175'000.00

Volume 175'000.00

Date/time (delayed) 24.05.2024 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 0.32 0.33
Volume 175'000.00 175'000.00
Date/time 24.05.24 17:15 24.05.24 17:15

Current data

Last price paid 0.33
Change +26.92% [ +0.07 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 22.05.2024 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 +20.37%
Year to date (YTD) n.a.
1 month n.a.
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.0.11%
Leverage6.04
Implied volatility0.25

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 6.55%
Premium p.a. 10.83%
Leverage 13.30
Implied volatility 25.27%
Moneyness in-the-money
Leverage 6.0382
Delta -0.4540
Gamma 0.0000
Theta -0.0006
Rho -0.0104
Vega 0.0132
Fair value 0.28
Intrinsic value n.a.
Break-even 2'036.18
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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