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ZKB Call Warrant auf
Kering SA

ISIN: CH1305152584 Security: 130515258 Symbol: KER5EZ 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) 24.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 25.04.2024
Key Information Document DE 25.04.2024
Key Information Document EN 25.04.2024
Key Information Document FR 25.04.2024
Key Information Document IT 25.04.2024

Price data

  Bid Ask
Price 0.015 0.025
Volume 1'000'000.00 250'000.00
Date/time 24.05.24 17:15 24.05.24 17:15

Current data

Last price paid 0.025
Change -16.67% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 22.05.2024 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 -33.33%
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 price0.03
Underlying price on issue323.75
Premium0.12%
Premium p.a.1.24%
Leverage22.68
Implied volatility0.29

Reference data

ISIN CH1305152584
Symbol KER5EZ
Security 130515258
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Kering, FR0000121485
Underlying ISIN FR0000121485
Strike 370.00
C/P type call
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 100
Value day 24.04.2024

Key figures

Premium 11.90%
Premium p.a. 124.11%
Leverage 164.93
Implied volatility 29.30%
Moneyness out-of-the-money
Leverage 22.6819
Delta 0.1375
Gamma 0.0001
Theta -0.0010
Rho 0.0004
Vega 0.0022
Fair value 0.02
Intrinsic value n.a.
Break-even 372.02
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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