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ZKB Put Warrant auf
EURO STOXX 50

ISIN: CH1281048095 Security: 128104809 Symbol: SX5TQZ Life cycle
Secondary market

Bid Price 0.02

Ask Price 0.03

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 17.05.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 07.12.2023
Key Information Document DE 07.12.2023
Key Information Document EN 07.12.2023
Key Information Document FR 07.12.2023
Key Information Document IT 07.12.2023

Price data

  Bid Ask
Price 0.02 0.03
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 0.03
Change -14.29% [ -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 date14.12.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -97.22%
Year to date (YTD) -95.71%
1 month -80.00%
3 months -90.32%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.90
Underlying price on issue4'472.47
Premium0.13%
Premium p.a.1.15%
Leverage31.86
Implied volatility0.23

Reference data

ISIN CH1281048095
Symbol SX5TQZ
Security 128104809
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying EURO STOXX 50 Price EUR, EU0009658145
Underlying ISIN EU0009658145
Strike 4'400.00
C/P type put
Subscription ratio 200.00
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 200
Value day 07.12.2023

Key figures

Premium 13.21%
Premium p.a. 114.84%
Leverage 999.48
Implied volatility 23.02%
Moneyness out-of-the-money
Leverage 31.8643
Delta -0.0319
Gamma 0.0000
Theta -0.0015
Rho -0.0011
Vega 0.0061
Fair value 0.03
Intrinsic value n.a.
Break-even 4'394.93
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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