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ZKB Call Warrant auf
Shell PLC

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

Bid Price 0.05

Ask Price 0.06

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 500'000.00

Date/time (delayed) 23.05.2024 01:52:35

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 0.05 0.06
Volume 1'000'000.00 500'000.00
Date/time 23.05.24 13:52 23.05.24 13:52

Current data

Last price paid 0.055
Change -31.25% [ -0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 22.05.2024 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 -69.44%
Year to date (YTD) -45.00%
1 month -76.09%
3 months n.a.
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.0.49%
Leverage31.54
Implied volatility0.17

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 4.79%
Premium p.a. 48.59%
Leverage 117.84
Implied volatility 17.09%
Moneyness out-of-the-money
Leverage 31.5407
Delta 0.2677
Gamma 0.0377
Theta -0.0018
Rho 0.0016
Vega 0.0067
Fair value 0.06
Intrinsic value n.a.
Break-even 34.28
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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