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ZKB Call Warrant auf
Société Générale SA

ISIN: CH1305153350 Security: 130515335 Symbol: GLEX5Z Life cycle
Secondary market

Bid Price 0.28

Ask Price 0.29

Currency CHF

Exchange SIX Structured Products

Volume 200'000.00

Volume 200'000.00

Date/time (delayed) 27.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 24.04.2024
Key Information Document DE 24.04.2024
Key Information Document EN 24.04.2024
Key Information Document FR 24.04.2024
Key Information Document IT 24.04.2024

Price data

  Bid Ask
Price 0.28 0.29
Volume 200'000.00 200'000.00
Date/time 27.05.24 17:15 27.05.24 17:15

Current data

Last price paid 0.29
Change -3.33% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 24.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date02.05.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +78.13%
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 price0.16
Underlying price on issue25.29
Premium0.02%
Premium p.a.0.19%
Leverage11.43
Implied volatility0.39

Reference data

ISIN CH1305153350
Symbol GLEX5Z
Security 130515335
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Societe Generale, FR0000130809
Underlying ISIN FR0000130809
Strike 26.00
C/P type call
Subscription ratio 5.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 5
Value day 24.04.2024

Key figures

Premium 1.64%
Premium p.a. 18.66%
Leverage 18.79
Implied volatility 39.19%
Moneyness in-the-money
Leverage 11.4330
Delta 0.6085
Gamma 0.0331
Theta -0.0018
Rho 0.0014
Vega 0.0056
Fair value 0.09
Intrinsic value n.a.
Break-even 27.44
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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