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ZKB Call Warrant auf
Evotec SE

ISIN: CH1305154069 Security: 130515406 Symbol: EVT80Z Life cycle
Secondary market

Bid Price 0.01

Ask Price 0.02

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 29.05.2024 01:03:01

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 0.01 0.02
Volume 1'000'000.00 250'000.00
Date/time 29.05.24 13:03 29.05.24 13:03

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 04:07

Life cycle

Fixing21.06.2024
Settlement date02.05.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -25.00%
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
Premium0.87%
Premium p.a.10.58%
Leverage3.31
Implied volatility2.27

Reference data

ISIN CH1305154069
Symbol EVT80Z
Security 130515406
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Evotec I, DE0005664809
Underlying ISIN DE0005664809
Strike 15.50
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 86.97%
Premium p.a. 1058.16%
Leverage 11.48
Implied volatility 227.13%
Moneyness out-of-the-money
Leverage 3.3145
Delta 0.2886
Gamma 0.0012
Theta -0.0006
Rho 0.0000
Vega 0.0002
Fair value 0.02
Intrinsic value n.a.
Break-even 16.26
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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