Inhaltsseite: Home

ZKB Call Warrant auf
Fresenius SE & Co. KGaA

ISIN: CH1268384661 Security: 126838466 Symbol: FREZ0Z 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) 21.05.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 22.08.2023
Key Information Document DE 22.08.2023
Key Information Document EN 22.08.2023
Key Information Document FR 22.08.2023
Key Information Document IT 22.08.2023

Price data

  Bid Ask
Price 0.005 0.015
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 0.015
Change -25.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date29.08.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -92.31%
Year to date (YTD) -76.92%
1 month n.a.
3 months -50.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.13
Underlying price on issue29.39
Premium0.17%
Premium p.a.1.63%
Leverage17.33
Implied volatility0.38

Reference data

ISIN CH1268384661
Symbol FREZ0Z
Security 126838466
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Fresenius I, DE0005785604
Underlying ISIN DE0005785604
Strike 32.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 22.08.2023

Key figures

Premium 17.01%
Premium p.a. 163.42%
Leverage 136.08
Implied volatility 37.88%
Moneyness out-of-the-money
Leverage 17.3252
Delta 0.1273
Gamma 0.0031
Theta -0.0005
Rho 0.0002
Vega 0.0009
Fair value 0.01
Intrinsic value n.a.
Break-even 32.20
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

Ajax loading