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ZKB Call Warrant auf
EURO STOXX 50

ISIN: CH1396293248 Security: 139629324 Symbol: SX5LOZ Life cycle
Secondary market

Bid Price 3.98

Ask Price 4.00

Currency CHF

Exchange SIX Structured Products

Volume 25'000.00

Volume 25'000.00

Date/time (delayed) 02.04.2026 09:45:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 18.11.2024
Key Information Document DE 18.11.2024
Key Information Document EN 18.11.2024

Price data

  Bid Ask
Price 3.98 4.00
Volume 25'000.00 25'000.00
Date/time 02.04.26 21:45 02.04.26 21:45

Current data

Last price paid 4.00
Change -2.44% [ -0.10 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 02.04.2026 21:50

Life cycle

Initial fixing date18.11.2024
Settlement date25.11.2024
Last trading18.12.2026
Final fixing18.12.2026
Currency redemptionCHF

Performance

Perf. since issue +140.36%
Year to date (YTD) -7.41%
1 month -19.84%
3 months -7.41%
1 year +38.89%
3 years n.a.

Key figures on issue

Issue price1.66
Underlying price on issue4'773.53
Premium0.03%
Premium p.a.0.04%
Leverage4.71
Implied volatility0.27

Reference data

ISIN CH1396293248
Symbol SX5LOZ
Security 139629324
Exchange SIX Structured Products
Currency CHF
Expiry 29.12.2026
Underlying EURO STOXX 50 Price EUR, EU0009658145
Underlying ISIN EU0009658145
Strike 5'000.00
C/P type call
Subscription ratio 200.00
Issuer Zuercher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 200
Value day 18.11.2024

Key figures

Premium 3.04%
Premium p.a. 4.09%
Leverage 6.58
Implied volatility 27.27%
Moneyness in-the-money
Leverage 4.7148
Delta 0.8055
Gamma 0.0000
Theta -0.0061
Rho 0.1253
Vega 0.0723
Fair value 0.80
Intrinsic value n.a.
Break-even 5'865.78
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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