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ZKB Call Warrant auf
Hermes International SA

ISIN: CH1338497576 Security: 133849757 Symbol: RMS03Z Life cycle
Secondary market

Bid Price 0.02

Ask Price 0.03

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 31.05.2024 05:15:00

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 0.02 0.03
Volume 1'000'000.00 250'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.03
Change -25.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 29.05.2024 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 -80.77%
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 price0.13
Underlying price on issue2'270.00
Premium0.08%
Premium p.a.1.06%
Leverage28.36
Implied volatility0.25

Reference data

ISIN CH1338497576
Symbol RMS03Z
Security 133849757
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Hermes Intl, FR0000052292
Underlying ISIN FR0000052292
Strike 2'340.00
C/P type call
Subscription ratio 497.76
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 497.76
Value day 06.05.2024

Key figures

Premium 8.12%
Premium p.a. 105.84%
Leverage 171.63
Implied volatility 24.90%
Moneyness out-of-the-money
Leverage 28.3587
Delta 0.1652
Gamma 0.0000
Theta -0.0014
Rho 0.0005
Vega 0.0029
Fair value 0.03
Intrinsic value n.a.
Break-even 2'352.68
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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