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ZKB Put Warrant auf
EURO STOXX Banks

ISIN: CH1305129889 Security: 130512988 Symbol: SX7OFZ Life cycle
Secondary market

Bid Price 0.045

Ask Price 0.055

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 09.01.2024
Key Information Document DE 09.01.2024
Key Information Document EN 09.01.2024
Key Information Document FR 09.01.2024
Key Information Document IT 09.01.2024

Price data

  Bid Ask
Price 0.045 0.055
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 0.055
Change -8.33% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date16.01.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -80.00%
Year to date (YTD) n.a.
1 month -54.17%
3 months -77.08%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.25
Underlying price on issue121.80
Premium0.24%
Premium p.a.0.38%
Leverage7.55
Implied volatility0.31

Reference data

ISIN CH1305129889
Symbol SX7OFZ
Security 130512988
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying EURO STOXX Banks Price, EU0009658426
Underlying ISIN EU0009658426
Strike 115.00
C/P type put
Subscription ratio 40.00
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 40
Value day 09.01.2024

Key figures

Premium 24.29%
Premium p.a. 37.89%
Leverage 73.63
Implied volatility 31.17%
Moneyness out-of-the-money
Leverage 7.5527
Delta -0.1026
Gamma 0.0006
Theta -0.0003
Rho -0.0036
Vega 0.0053
Fair value 0.05
Intrinsic value n.a.
Break-even 112.97
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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