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ZKB Call Warrant auf
EURO STOXX 50

ISIN: CH1338505386 Security: 133850538 Symbol: SX52IZ Life cycle
Secondary market

Bid Price 0.035

Ask Price 0.045

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 24.06.2024 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 0.035 0.045
Volume 1'000'000.00 250'000.00
Date/time 24.06.24 17:15 24.06.24 17:15

Current data

Last price paid 0.04
Change +14.29% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 20.06.2024 17:20

Life cycle

Fixing16.08.2024
Settlement date29.05.2024
Last trading16.08.2024
Final fixing16.08.2024
Currency redemptionCHF

Performance

Perf. since issue -60.00%
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 price0.10
Underlying price on issue5'033.36
Premium0.09%
Premium p.a.0.56%
Leverage41.10
Implied volatility0.14

Reference data

ISIN CH1338505386
Symbol SX52IZ
Security 133850538
Exchange SIX Structured Products
Currency CHF
Expiry 23.08.2024
Underlying EURO STOXX 50 Price EUR, EU0009658145
Underlying ISIN EU0009658145
Strike 5'400.00
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 9.16%
Premium p.a. 55.73%
Leverage 593.79
Implied volatility 13.88%
Moneyness out-of-the-money
Leverage 41.1034
Delta 0.0692
Gamma 0.0000
Theta -0.0018
Rho 0.0024
Vega 0.0128
Fair value 0.04
Intrinsic value n.a.
Break-even 5'408.34
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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