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ZKB Call Warrant auf
Infineon Technologies AG

ISIN: CH1268369399 Security: 126836939 Symbol: IFXFBZ 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 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 12.06.2023
Key Information Document DE 12.06.2023
Key Information Document EN 12.06.2023
Key Information Document FR 12.06.2023
Key Information Document IT 12.06.2023

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 02.04.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date19.06.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -94.74%
Year to date (YTD) -76.92%
1 month n.a.
3 months -76.92%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.19
Underlying price on issue37.60
Premium0.35%
Premium p.a.3.08%
Leverage15.78
Implied volatility0.49

Reference data

ISIN CH1268369399
Symbol IFXFBZ
Security 126836939
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Infineon Technolo N, DE0006231004
Underlying ISIN DE0006231004
Strike 50.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 10
Value day 12.06.2023

Key figures

Premium 35.39%
Premium p.a. 307.56%
Leverage 365.17
Implied volatility 48.63%
Moneyness out-of-the-money
Leverage 15.7827
Delta 0.0432
Gamma 0.0015
Theta -0.0007
Rho 0.0002
Vega 0.0011
Fair value 0.01
Intrinsic value n.a.
Break-even 50.10
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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