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ZKB Call Warrant auf
Evotec SE

ISIN: CH1305137742 Security: 130513774 Symbol: EVTH5Z Life cycle
Secondary market

Bid Price 0.01

Ask Price 0.02

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 17.05.2024 01:07:32

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 0.01 0.02
Volume 1'000'000.00 250'000.00
Date/time 17.05.24 13:07 17.05.24 13:03

Current data

Last price paid 0.02
Change -20.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 25.04.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date23.02.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -62.50%
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 price0.04
Underlying price on issue13.73
Premium0.47%
Premium p.a.4.09%
Leverage4.18
Implied volatility1.37

Reference data

ISIN CH1305137742
Symbol EVTH5Z
Security 130513774
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Evotec I, DE0005664809
Underlying ISIN DE0005664809
Strike 14.00
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 47.02%
Premium p.a. 408.63%
Leverage 13.20
Implied volatility 136.59%
Moneyness out-of-the-money
Leverage 4.1818
Delta 0.3169
Gamma 0.0016
Theta -0.0004
Rho 0.0001
Vega 0.0002
Fair value 0.02
Intrinsic value n.a.
Break-even 14.76
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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