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ZKB Call Warrant auf
ASML Holding NV

ISIN: CH1268366759 Security: 126836675 Symbol: ASMYFZ Life cycle
Secondary market

Bid Price 0.10

Ask Price 0.11

Currency CHF

Exchange SIX Structured Products

Volume 475'000.00

Volume 475'000.00

Date/time (delayed) 17.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 02.06.2023
Key Information Document DE 02.06.2023
Key Information Document EN 02.06.2023
Key Information Document FR 02.06.2023
Key Information Document IT 02.06.2023

Price data

  Bid Ask
Price 0.10 0.11
Volume 475'000.00 475'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.11
Change -15.38% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date09.06.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -61.11%
Year to date (YTD) +83.33%
1 month -65.63%
3 months -78.43%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.27
Underlying price on issue675.15
Premium0.09%
Premium p.a.0.79%
Leverage19.07
Implied volatility0.28

Reference data

ISIN CH1268366759
Symbol ASMYFZ
Security 126836675
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying ASML Hldg Rg, NL0010273215
Underlying ISIN NL0010273215
Strike 920.00
C/P type call
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 100
Value day 02.06.2023

Key figures

Premium 9.10%
Premium p.a. 79.10%
Leverage 80.16
Implied volatility 27.59%
Moneyness out-of-the-money
Leverage 19.0748
Delta 0.2379
Gamma 0.0000
Theta -0.0031
Rho 0.0022
Vega 0.0088
Fair value 0.11
Intrinsic value n.a.
Break-even 930.64
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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