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ZKB Call Warrant auf
Hugo Boss AG

ISIN: CH1338496008 Security: 133849600 Symbol: BOSF2Z Life cycle
Secondary market

Bid Price 0.005

Ask Price 0.015

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 29.05.2024 09:11:26

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 24.04.2024
Key Information Document DE 24.04.2024
Key Information Document EN 24.04.2024
Key Information Document FR 24.04.2024
Key Information Document IT 24.04.2024

Price data

  Bid Ask
Price 0.005 0.015
Volume 1'000'000.00 250'000.00
Date/time 29.05.24 09:11 29.05.24 09:11

Current data

Last price paid 0.015
Change -25.00% [ -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 -90.00%
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 price0.10
Underlying price on issue50.95
Premium0.11%
Premium p.a.1.26%
Leverage25.21
Implied volatility0.28

Reference data

ISIN CH1338496008
Symbol BOSF2Z
Security 133849600
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Hugo Boss N, DE000A1PHFF7
Underlying ISIN DE000A1PHFF7
Strike 52.00
C/P type call
Subscription ratio 25.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 25
Value day 24.04.2024

Key figures

Premium 10.73%
Premium p.a. 126.31%
Leverage 187.00
Implied volatility 28.06%
Moneyness out-of-the-money
Leverage 25.2125
Delta 0.1348
Gamma 0.0023
Theta -0.0006
Rho 0.0002
Vega 0.0012
Fair value 0.01
Intrinsic value n.a.
Break-even 52.25
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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