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ZKB Call Warrant auf 2024-20.12.2024 Shell PLC
Shell PLC

ISIN: CH1338509115 Security: 133850911 Symbol: SHE1EZ Life cycle
Secondary market

Bid Price 0.15

Ask Price 0.16

Currency CHF

Exchange SIX Structured Products

Volume 350'000.00

Volume 350'000.00

Date/time (delayed) 09.07.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 07.06.2024
Key Information Document DE 07.06.2024
Key Information Document EN 07.06.2024
Key Information Document FR 07.06.2024
Key Information Document IT 07.06.2024

Price data

  Bid Ask
Price 0.15 0.16
Volume 350'000.00 350'000.00
Date/time 09.07.24 17:15 09.07.24 17:15

Current data

Last price paid 0.16
Change -11.11% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 08.07.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date14.06.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue +10.71%
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 price0.14
Underlying price on issue32.20
Premium0.10%
Premium p.a.0.22%
Leverage12.96
Implied volatility0.19

Reference data

ISIN CH1338509115
Symbol SHE1EZ
Security 133850911
Exchange SIX Structured Products
Currency CHF
Expiry 31.12.2024
Underlying Shell N, GB00BP6MXD84
Underlying ISIN GB00BP6MXD84
Strike 36.00
C/P type call
Subscription ratio 5.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 5
Value day 07.06.2024

Key figures

Premium 9.70%
Premium p.a. 21.58%
Leverage 42.03
Implied volatility 19.09%
Moneyness out-of-the-money
Leverage 12.9559
Delta 0.3082
Gamma 0.0148
Theta -0.0013
Rho 0.0078
Vega 0.0152
Fair value 0.16
Intrinsic value n.a.
Break-even 36.80
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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