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ZKB Put Warrant auf
EURO STOXX 50

ISIN: CH1338499291 Security: 133849929 Symbol: SX5KMZ Life cycle
Secondary market

Bid Price 0.11

Ask Price 0.12

Currency CHF

Exchange SIX Structured Products

Volume 500'000.00

Volume 500'000.00

Date/time (delayed) 23.05.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 06.05.2024
Key Information Document DE 06.05.2024
Key Information Document EN 06.05.2024
Key Information Document FR 06.05.2024
Key Information Document IT 06.05.2024

Price data

  Bid Ask
Price 0.11 0.12
Volume 500'000.00 500'000.00
Date/time 23.05.24 17:15 23.05.24 17:15

Current data

Last price paid 0.12
Change +9.09% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 16.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date14.05.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -67.14%
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 price0.35
Underlying price on issue4'963.98
Premium0.04%
Premium p.a.0.37%
Leverage43.31
Implied volatility0.13

Reference data

ISIN CH1338499291
Symbol SX5KMZ
Security 133849929
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying EURO STOXX 50 Price EUR, EU0009658145
Underlying ISIN EU0009658145
Strike 4'875.00
C/P type put
Subscription ratio 200.00
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 200
Value day 06.05.2024

Key figures

Premium 3.64%
Premium p.a. 36.86%
Leverage 216.62
Implied volatility 12.91%
Moneyness out-of-the-money
Leverage 43.3071
Delta -0.1999
Gamma 0.0000
Theta -0.0030
Rho -0.0052
Vega 0.0219
Fair value 0.12
Intrinsic value n.a.
Break-even 4'851.76
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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