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ZKB Call Warrant auf
EURO STOXX Banks

ISIN: CH1338500684 Security: 133850068 Symbol: SX7YSZ Life cycle
Secondary market

Bid Price 0.04

Ask Price 0.05

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 28.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 13.05.2024
Key Information Document DE 13.05.2024
Key Information Document EN 13.05.2024
Key Information Document FR 13.05.2024
Key Information Document IT 13.05.2024

Price data

  Bid Ask
Price 0.04 0.05
Volume 1'000'000.00 250'000.00
Date/time 28.05.24 17:15 28.05.24 17:15

Current data

Last price paid 0.05
Change -9.09% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 24.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date21.05.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -10.00%
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 price0.05
Underlying price on issue146.24
Premium0.03%
Premium p.a.0.41%
Leverage29.46
Implied volatility0.18

Reference data

ISIN CH1338500684
Symbol SX7YSZ
Security 133850068
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying EURO STOXX Banks Price, EU0009658426
Underlying ISIN EU0009658426
Strike 150.00
C/P type call
Subscription ratio 40.00
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 40
Value day 13.05.2024

Key figures

Premium 3.48%
Premium p.a. 40.99%
Leverage 80.74
Implied volatility 17.50%
Moneyness out-of-the-money
Leverage 29.4593
Delta 0.3649
Gamma 0.0012
Theta -0.0013
Rho 0.0011
Vega 0.0040
Fair value 0.05
Intrinsic value n.a.
Break-even 151.82
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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