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

ISIN: CH1237243238 Security: 123724323 Symbol: SX5MNZ Life cycle
Secondary market

Bid Price 0.005

Ask Price 0.015

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 0.005 0.015
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 0.015
Change -25.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 10.05.2024 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 -98.91%
Year to date (YTD) -90.63%
1 month n.a.
3 months -81.25%
1 year -98.08%
3 years n.a.

Key figures on issue

Issue price0.92
Underlying price on issue4'277.87
Premium0.27%
Premium p.a.2.34%
Leverage21.19
Implied volatility0.40

Reference data

ISIN CH1237243238
Symbol SX5MNZ
Security 123724323
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying EURO STOXX 50 Price EUR, EU0009658145
Underlying ISIN EU0009658145
Strike 3'700.00
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 26.96%
Premium p.a. 234.33%
Leverage 2'498.19
Implied volatility 40.02%
Moneyness out-of-the-money
Leverage 21.1910
Delta -0.0085
Gamma 0.0000
Theta -0.0009
Rho -0.0003
Vega 0.0020
Fair value 0.01
Intrinsic value n.a.
Break-even 3'697.97
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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