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ZKB Call Warrant auf
Redcare Pharmacy NV

ISIN: CH1268382194 Security: 126838219 Symbol: RDCIDZ 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 09.08.2023
Key Information Document DE 09.08.2023
Key Information Document EN 09.08.2023
Key Information Document FR 09.08.2023
Key Information Document IT 09.08.2023

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 13.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date16.08.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -83.33%
Year to date (YTD) -75.00%
1 month -62.50%
3 months -78.57%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.06
Underlying price on issue114.65
Premium0.28%
Premium p.a.2.35%
Leverage8.82
Implied volatility0.66

Reference data

ISIN CH1268382194
Symbol RDCIDZ
Security 126838219
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Redcare Pharmacy N, NL0012044747
Underlying ISIN NL0012044747
Strike 150.00
C/P type call
Subscription ratio 250.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 250
Value day 09.08.2023

Key figures

Premium 28.30%
Premium p.a. 234.78%
Leverage 46.61
Implied volatility 65.89%
Moneyness out-of-the-money
Leverage 8.8183
Delta 0.1892
Gamma 0.0000
Theta -0.0003
Rho 0.0001
Vega 0.0004
Fair value 0.01
Intrinsic value n.a.
Break-even 152.55
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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