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ZKB Call Warrant auf
EURO STOXX Banks

ISIN: CH1338505576 Security: 133850557 Symbol: SX7HUZ Life cycle
Secondary market

Bid Price 0.055

Ask Price 0.065

Currency CHF

Exchange SIX Structured Products

Volume 850'000.00

Volume 425'000.00

Date/time (delayed) 27.09.2024 03:50:27

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 22.05.2024
Key Information Document DE 22.05.2024
Key Information Document EN 22.05.2024
Key Information Document FR 22.05.2024
Key Information Document IT 22.05.2024

Price data

  Bid Ask
Price 0.055 0.065
Volume 850'000.00 425'000.00
Date/time 27.09.24 15:50 27.09.24 15:50

Current data

Last price paid 0.06
Change +9.09% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 26.09.2024 17:20

Life cycle

Fixing20.06.2025
Settlement date29.05.2024
Last trading20.06.2025
Final fixing20.06.2025
Currency redemptionCHF

Performance

Perf. since issue -45.83%
Year to date (YTD) n.a.
1 month n.a.
3 months -7.69%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.12
Underlying price on issue148.59
Premium0.17%
Premium p.a.0.23%
Leverage12.45
Implied volatility0.17

Reference data

ISIN CH1338505576
Symbol SX7HUZ
Security 133850557
Exchange SIX Structured Products
Currency CHF
Expiry 27.06.2025
Underlying EURO STOXX Banks Price, EU0009658426
Underlying ISIN EU0009658426
Strike 170.00
C/P type call
Subscription ratio 40.00
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 40
Value day 22.05.2024

Key figures

Premium 17.32%
Premium p.a. 23.15%
Leverage 53.36
Implied volatility 17.08%
Moneyness out-of-the-money
Leverage 12.4456
Delta 0.2332
Gamma 0.0003
Theta -0.0004
Rho 0.0048
Vega 0.0092
Fair value 0.07
Intrinsic value n.a.
Break-even 172.76
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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