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ZKB Call Warrant auf
EURO STOXX 50

ISIN: CH1281051602 Security: 128105160 Symbol: SX52ZZ Life cycle
redeemed

Bid Price n.a.

Ask Price n.a.

Currency n.a.

Exchange SIX Structured Products

Volume n.a.

Volume n.a.

Date/time (delayed) n.a. n.a.

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 11.12.2023
Key Information Document DE 11.12.2023
Key Information Document EN 11.12.2023
Key Information Document FR 11.12.2023
Key Information Document IT 11.12.2023

Price data

  Bid Ask
Price n.a. n.a.
Volume n.a. n.a.
Date/time n.a. n.a. n.a. n.a.

Current data

Last price paid n.a.
Change -25.00% [ -0.11 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time n.a. n.a.

Life cycle

Fixing19.04.2024
Settlement date18.12.2023
Last trading19.04.2024
Final fixing19.04.2024
Currency redemptionCHF

Performance

Perf. since issue +47.73%
Year to date (YTD) +120.00%
1 month -62.07%
3 months +450.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.22
Underlying price on issue4'528.45
Premium0.00%
Premium p.a.0.08%
Leverage60.32
Implied volatility0.10

Reference data

ISIN CH1281051602
Symbol SX52ZZ
Security 128105160
Exchange SIX Structured Products
Currency CHF
Expiry 26.04.2024
Underlying EURO STOXX 50 Price EUR, EU0009658145
Underlying ISIN EU0009658145
Strike 4'850.00
C/P type call
Subscription ratio 200.00
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 200
Value day 11.12.2023

Key figures

Premium 0.14%
Premium p.a. 7.53%
Leverage 73.11
Implied volatility 9.70%
Moneyness in-the-money
Leverage 60.3234
Delta 0.8252
Gamma 0.0001
Theta -0.0094
Rho 0.0037
Vega 0.0085
Fair value 0.03
Intrinsic value n.a.
Break-even 4'917.16
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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