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ZKB Put Warrant auf
Fresenius SE & Co. KGaA

ISIN: CH1268369266 Security: 126836926 Symbol: FREXDZ 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) 21.05.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 12.06.2023
Key Information Document DE 12.06.2023
Key Information Document EN 12.06.2023
Key Information Document FR 12.06.2023
Key Information Document IT 12.06.2023

Price data

  Bid Ask
Price 0.02 0.03
Volume 1'000'000.00 250'000.00
Date/time 21.05.24 17:15 21.05.24 17:15

Current data

Last price paid 0.025
Change -16.67% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 10.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date19.06.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -86.11%
Year to date (YTD) -64.29%
1 month -70.59%
3 months -77.27%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.18
Underlying price on issue25.76
Premium0.07%
Premium p.a.0.71%
Leverage14.54
Implied volatility0.33

Reference data

ISIN CH1268369266
Symbol FREXDZ
Security 126836926
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Fresenius I, DE0005785604
Underlying ISIN DE0005785604
Strike 26.00
C/P type put
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 12.06.2023

Key figures

Premium 7.36%
Premium p.a. 70.70%
Leverage 54.43
Implied volatility 33.12%
Moneyness out-of-the-money
Leverage 14.5432
Delta -0.2672
Gamma 0.0056
Theta -0.0006
Rho -0.0004
Vega 0.0014
Fair value 0.03
Intrinsic value n.a.
Break-even 25.49
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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