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ZKB Call Warrant auf
Shell PLC

ISIN: CH1305151107 Security: 130515110 Symbol: SHEJ0Z Life cycle
Secondary market

Bid Price 0.02

Ask Price 0.03

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 22.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 10.04.2024
Key Information Document DE 10.04.2024
Key Information Document EN 10.04.2024
Key Information Document FR 10.04.2024
Key Information Document IT 10.04.2024

Price data

  Bid Ask
Price 0.02 0.03
Volume 1'000'000.00 250'000.00
Date/time 22.05.24 17:15 22.05.24 17:15

Current data

Last price paid 0.03
Change -33.33% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 22.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date17.04.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -82.14%
Year to date (YTD) n.a.
1 month -80.00%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.14
Underlying price on issue33.54
Premium0.08%
Premium p.a.0.76%
Leverage34.84
Implied volatility0.18

Reference data

ISIN CH1305151107
Symbol SHEJ0Z
Security 130515110
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Shell N, GB00BP6MXD84
Underlying ISIN GB00BP6MXD84
Strike 35.00
C/P type call
Subscription ratio 5.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 5
Value day 10.04.2024

Key figures

Premium 7.73%
Premium p.a. 76.28%
Leverage 258.32
Implied volatility 18.49%
Moneyness out-of-the-money
Leverage 34.8438
Delta 0.1349
Gamma 0.0227
Theta -0.0012
Rho 0.0009
Vega 0.0044
Fair value 0.03
Intrinsic value n.a.
Break-even 35.13
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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