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ZKB Call Warrant auf
Evotec SE

ISIN: CH1305153319 Security: 130515331 Symbol: EVTC1Z Life cycle
Secondary market

Bid Price 0.015

Ask Price 0.025

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 17.05.2024 05:15:00

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 0.015 0.025
Volume 1'000'000.00 250'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.02
Change n.a. [ n.a. ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 26.04.2024 04:06

Life cycle

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

Performance

Perf. since issue 0.00%
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 price0.02
Underlying price on issue9.36
Premium0.85%
Premium p.a.1.32%
Leverage3.13
Implied volatility0.84

Reference data

ISIN CH1305153319
Symbol EVTC1Z
Security 130515331
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Evotec I, DE0005664809
Underlying ISIN DE0005664809
Strike 17.00
C/P type call
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 50
Value day 24.04.2024

Key figures

Premium 84.56%
Premium p.a. 131.90%
Leverage 9.63
Implied volatility 83.93%
Moneyness out-of-the-money
Leverage 3.1320
Delta 0.3252
Gamma 0.0011
Theta -0.0001
Rho 0.0003
Vega 0.0006
Fair value 0.02
Intrinsic value n.a.
Break-even 18.01
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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