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ZKB Call Warrant auf
Hermes International SA

ISIN: CH1305153822 Security: 130515382 Symbol: RMS4LZ Life cycle
Secondary market

Bid Price 0.06

Ask Price 0.07

Currency CHF

Exchange SIX Structured Products

Volume 850'000.00

Volume 425'000.00

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 0.06 0.07
Volume 850'000.00 425'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.065
Change -13.33% [ -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 -75.00%
Year to date (YTD) n.a.
1 month -65.79%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.26
Underlying price on issue2'365.00
Premium0.16%
Premium p.a.0.50%
Leverage13.46
Implied volatility0.25

Reference data

ISIN CH1305153822
Symbol RMS4LZ
Security 130515382
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Hermes Intl, FR0000052292
Underlying ISIN FR0000052292
Strike 2'488.84
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 16.41%
Premium p.a. 50.34%
Leverage 65.62
Implied volatility 24.73%
Moneyness out-of-the-money
Leverage 13.4645
Delta 0.2052
Gamma 0.0000
Theta -0.0008
Rho 0.0026
Vega 0.0069
Fair value 0.07
Intrinsic value n.a.
Break-even 2'533.16
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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