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ZKB Call Warrant auf
EURO STOXX 50

ISIN: CH1338505642 Security: 133850564 Symbol: SX5A6Z Life cycle
Secondary market

Bid Price 0.11

Ask Price 0.12

Currency CHF

Exchange SIX Structured Products

Volume 425'000.00

Volume 425'000.00

Date/time (delayed) 28.06.2024 05:15:00

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 0.11 0.12
Volume 425'000.00 425'000.00
Date/time 28.06.24 17:15 28.06.24 17:15

Current data

Last price paid 0.12
Change -14.29% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 27.06.2024 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 -52.08%
Year to date (YTD) n.a.
1 month -42.86%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.24
Underlying price on issue5'032.36
Premium0.23%
Premium p.a.0.23%
Leverage16.87
Implied volatility0.14

Reference data

ISIN CH1338505642
Symbol SX5A6Z
Security 133850564
Exchange SIX Structured Products
Currency CHF
Expiry 27.06.2025
Underlying EURO STOXX 50 Price EUR, EU0009658145
Underlying ISIN EU0009658145
Strike 6'000.00
C/P type call
Subscription ratio 200.00
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 200
Value day 22.05.2024

Key figures

Premium 23.18%
Premium p.a. 23.24%
Leverage 204.71
Implied volatility 13.67%
Moneyness out-of-the-money
Leverage 16.8709
Delta 0.0824
Gamma 0.0000
Theta -0.0010
Rho 0.0148
Vega 0.0355
Fair value 0.12
Intrinsic value n.a.
Break-even 6'023.89
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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