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ZKB Call Warrant auf
EURO STOXX Banks

ISIN: CH1305129848 Security: 130512984 Symbol: SX77NZ Life cycle
Secondary market

Bid Price 0.37

Ask Price 0.38

Currency CHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

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 0.37 0.38
Volume 150'000.00 150'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.37
Change +5.71% [ +0.02 ]
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 +316.67%
Year to date (YTD) n.a.
1 month +94.74%
3 months +572.73%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.09
Underlying price on issue121.80
Premium0.04%
Premium p.a.0.06%
Leverage7.63
Implied volatility0.16

Reference data

ISIN CH1305129848
Symbol SX77NZ
Security 130512984
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying EURO STOXX Banks Price, EU0009658426
Underlying ISIN EU0009658426
Strike 140.00
C/P type call
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 4.01%
Premium p.a. 6.25%
Leverage 9.82
Implied volatility 15.80%
Moneyness in-the-money
Leverage 7.6265
Delta 0.7769
Gamma 0.0010
Theta -0.0006
Rho 0.0170
Vega 0.0088
Fair value 0.15
Intrinsic value n.a.
Break-even 155.20
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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