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ZKB Call Warrant auf
Qiagen NV

ISIN: CH1268367187 Security: 126836718 Symbol: QIA1OZ Life cycle
Secondary market

Bid Price 0.005

Ask Price 0.015

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 15.05.2024 01:07:21

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 31.01.2024
Key Information Document DE 31.01.2024
Key Information Document EN 31.01.2024
Key Information Document FR 31.01.2024
Key Information Document IT 31.01.2024

Price data

  Bid Ask
Price 0.005 0.015
Volume 1'000'000.00 250'000.00
Date/time 15.05.24 13:07 15.05.24 13:03

Current data

Last price paid 0.015
Change -25.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 02.02.2024 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 -83.33%
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 price0.06
Underlying price on issue42.88
Premium0.44%
Premium p.a.3.64%
Leverage11.17
Implied volatility0.64

Reference data

ISIN CH1268367187
Symbol QIA1OZ
Security 126836718
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Qiagen Rg, NL0015001WM6
Underlying ISIN NL0015001WM6
Strike 60.00
C/P type call
Subscription ratio 25.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 25
Value day 02.06.2023

Key figures

Premium 43.82%
Premium p.a. 363.54%
Leverage 164.24
Implied volatility 63.75%
Moneyness out-of-the-money
Leverage 11.1714
Delta 0.0680
Gamma 0.0006
Theta -0.0005
Rho 0.0001
Vega 0.0007
Fair value 0.01
Intrinsic value n.a.
Break-even 60.26
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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