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ZKB Call Warrant auf
Evotec SE

ISIN: CH1305137809 Security: 130513780 Symbol: EVTP7Z Life cycle
Secondary market

Bid Price 0.015

Ask Price 0.025

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 16.05.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 16.02.2024
Key Information Document DE 16.02.2024
Key Information Document EN 16.02.2024
Key Information Document FR 16.02.2024
Key Information Document IT 16.02.2024

Price data

  Bid Ask
Price 0.015 0.025
Volume 1'000'000.00 250'000.00
Date/time 16.05.24 17:15 16.05.24 17:15

Current data

Last price paid 0.025
Change -44.44% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 24.04.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date23.02.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -60.00%
Year to date (YTD) n.a.
1 month n.a.
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.05
Underlying price on issue13.73
Premium0.66%
Premium p.a.1.02%
Leverage3.41
Implied volatility0.73

Reference data

ISIN CH1305137809
Symbol EVTP7Z
Security 130513780
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Evotec I, DE0005664809
Underlying ISIN DE0005664809
Strike 16.00
C/P type call
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 50
Value day 16.02.2024

Key figures

Premium 65.69%
Premium p.a. 102.03%
Leverage 10.10
Implied volatility 73.27%
Moneyness out-of-the-money
Leverage 3.4135
Delta 0.3379
Gamma 0.0012
Theta -0.0001
Rho 0.0003
Vega 0.0006
Fair value 0.02
Intrinsic value n.a.
Break-even 17.02
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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