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ZKB Call Warrant auf
Fresenius SE & Co. KGaA

ISIN: CH1305135464 Security: 130513546 Symbol: FRE54Z Life cycle
Secondary market

Bid Price 0.17

Ask Price 0.18

Currency CHF

Exchange SIX Structured Products

Volume 300'000.00

Volume 300'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 31.01.2024
Key Information Document DE 31.01.2024
Key Information Document EN 31.01.2024
Key Information Document FR 31.01.2024
Key Information Document IT 31.01.2024

Price data

  Bid Ask
Price 0.17 0.18
Volume 300'000.00 300'000.00
Date/time 15.05.24 17:15 15.05.24 17:15

Current data

Last price paid 0.17
Change +6.25% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 08.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date07.02.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue +25.00%
Year to date (YTD) n.a.
1 month +70.00%
3 months +54.55%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.14
Underlying price on issue26.24
Premium0.10%
Premium p.a.0.15%
Leverage5.05
Implied volatility0.31

Reference data

ISIN CH1305135464
Symbol FRE54Z
Security 130513546
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Fresenius I, DE0005785604
Underlying ISIN DE0005785604
Strike 28.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 31.01.2024

Key figures

Premium 9.91%
Premium p.a. 15.32%
Leverage 8.06
Implied volatility 31.31%
Moneyness in-the-money
Leverage 5.0546
Delta 0.6274
Gamma 0.0027
Theta -0.0004
Rho 0.0046
Vega 0.0043
Fair value 0.14
Intrinsic value n.a.
Break-even 31.56
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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