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ZKB Call Warrant auf
Hugo Boss AG

ISIN: CH1268366882 Security: 126836688 Symbol: BOS1DZ Life cycle
Secondary market

Bid Price 0.001

Ask Price 0.01

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 17.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 02.06.2023
Key Information Document DE 02.06.2023
Key Information Document EN 02.06.2023
Key Information Document FR 02.06.2023
Key Information Document IT 02.06.2023

Price data

  Bid Ask
Price 0.001 0.01
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 0.01
Change -33.33% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 18.03.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date09.06.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -96.33%
Year to date (YTD) -81.82%
1 month n.a.
3 months -86.67%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.15
Underlying price on issue66.01
Premium0.59%
Premium p.a.5.15%
Leverage11.81
Implied volatility0.69

Reference data

ISIN CH1268366882
Symbol BOS1DZ
Security 126836688
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Hugo Boss N, DE000A1PHFF7
Underlying ISIN DE000A1PHFF7
Strike 80.00
C/P type call
Subscription ratio 25.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 25
Value day 02.06.2023

Key figures

Premium 59.26%
Premium p.a. 514.99%
Leverage 361.13
Implied volatility 69.07%
Moneyness out-of-the-money
Leverage 11.8125
Delta 0.0327
Gamma 0.0003
Theta -0.0004
Rho 0.0001
Vega 0.0005
Fair value 0.01
Intrinsic value n.a.
Break-even 80.14
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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