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ZKB Call Warrant auf
Evotec SE

ISIN: CH1268377475 Security: 126837747 Symbol: EVTGRZ Life cycle
Secondary market

Bid Price 0.01

Ask Price 0.02

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 15.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 07.07.2023
Key Information Document DE 07.07.2023
Key Information Document EN 07.07.2023
Key Information Document FR 07.07.2023
Key Information Document IT 07.07.2023

Price data

  Bid Ask
Price 0.01 0.02
Volume 1'000'000.00 250'000.00
Date/time 15.05.24 17:15 15.05.24 17:15

Current data

Last price paid 0.02
Change -20.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 19.02.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date14.07.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -70.00%
Year to date (YTD) -50.00%
1 month n.a.
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.05
Underlying price on issue20.31
Premium1.36%
Premium p.a.11.31%
Leverage3.18
Implied volatility2.15

Reference data

ISIN CH1268377475
Symbol EVTGRZ
Security 126837747
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Evotec I, DE0005664809
Underlying ISIN DE0005664809
Strike 24.00
C/P type call
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 50
Value day 07.07.2023

Key figures

Premium 136.30%
Premium p.a. 1130.64%
Leverage 13.72
Implied volatility 214.58%
Moneyness out-of-the-money
Leverage 3.1778
Delta 0.2316
Gamma 0.0008
Theta -0.0005
Rho 0.0000
Vega 0.0002
Fair value 0.02
Intrinsic value n.a.
Break-even 24.76
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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