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ZKB Call Warrant auf
Shell PLC

ISIN: CH1268367385 Security: 126836738 Symbol: SHEH1Z Life cycle
Secondary market

Bid Price 0.08

Ask Price 0.09

Currency CHF

Exchange SIX Structured Products

Volume 675'000.00

Volume 350'000.00

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 0.08 0.09
Volume 675'000.00 350'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.09
Change -10.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 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 -52.78%
Year to date (YTD) -10.00%
1 month -57.14%
3 months +80.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.18
Underlying price on issue26.76
Premium0.05%
Premium p.a.0.39%
Leverage25.82
Implied volatility0.18

Reference data

ISIN CH1268367385
Symbol SHEH1Z
Security 126836738
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Shell N, GB00BP6MXD84
Underlying ISIN GB00BP6MXD84
Strike 34.00
C/P type call
Subscription ratio 5.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 5
Value day 02.06.2023

Key figures

Premium 4.53%
Premium p.a. 39.33%
Leverage 76.49
Implied volatility 17.82%
Moneyness out-of-the-money
Leverage 25.8199
Delta 0.3376
Gamma 0.0371
Theta -0.0019
Rho 0.0024
Vega 0.0081
Fair value 0.09
Intrinsic value n.a.
Break-even 34.43
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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