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ZKB Call Warrant auf
Evotec SE

ISIN: CH1281050745 Security: 128105074 Symbol: EVTCUZ Life cycle
Secondary market

Bid Price 0.004

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 11:32:39

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 08.12.2023
Key Information Document DE 08.12.2023
Key Information Document EN 08.12.2023
Key Information Document FR 08.12.2023
Key Information Document IT 08.12.2023

Price data

  Bid Ask
Price 0.004 0.015
Volume 1'000'000.00 250'000.00
Date/time 17.05.24 11:32 17.05.24 09:26

Current data

Last price paid 0.01
Change -50.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 24.04.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date15.12.2023
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -85.71%
Year to date (YTD) -90.00%
1 month n.a.
3 months -77.78%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.07
Underlying price on issue18.39
Premium1.06%
Premium p.a.1.66%
Leverage3.91
Implied volatility0.74

Reference data

ISIN CH1281050745
Symbol EVTCUZ
Security 128105074
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Evotec I, DE0005664809
Underlying ISIN DE0005664809
Strike 20.00
C/P type call
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 50
Value day 08.12.2023

Key figures

Premium 106.31%
Premium p.a. 165.82%
Leverage 19.60
Implied volatility 73.89%
Moneyness out-of-the-money
Leverage 3.9057
Delta 0.1992
Gamma 0.0010
Theta -0.0001
Rho 0.0002
Vega 0.0004
Fair value 0.01
Intrinsic value n.a.
Break-even 20.51
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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