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ZKB Put Warrant auf EURO STOXX 50 Price EUR
EURO STOXX 50

ISIN: CH1237243220 Security: 123724322 Symbol: SX5YGZ Life cycle
Secondary market

Bid Price 0.01

Ask Price 0.02

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 17.05.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 15.02.2023
Key Information Document DE 15.02.2023
Key Information Document EN 15.02.2023
Key Information Document FR 15.02.2023
Key Information Document IT 15.02.2023

Price data

  Bid Ask
Price 0.01 0.02
Volume 1'000'000.00 250'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.02
Change -20.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 13.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date22.02.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -98.86%
Year to date (YTD) -93.10%
1 month -73.33%
3 months -86.67%
1 year -98.11%
3 years n.a.

Key figures on issue

Issue price1.32
Underlying price on issue4'277.87
Premium0.21%
Premium p.a.1.83%
Leverage24.42
Implied volatility0.33

Reference data

ISIN CH1237243220
Symbol SX5YGZ
Security 123724322
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying EURO STOXX 50 Price EUR, EU0009658145
Underlying ISIN EU0009658145
Strike 4'000.00
C/P type put
Subscription ratio 200.00
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 200
Value day 15.02.2023

Key figures

Premium 21.06%
Premium p.a. 183.01%
Leverage 1'665.46
Implied volatility 32.89%
Moneyness out-of-the-money
Leverage 24.4193
Delta -0.0147
Gamma 0.0000
Theta -0.0012
Rho -0.0006
Vega 0.0031
Fair value 0.02
Intrinsic value n.a.
Break-even 3'996.96
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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